Risk-sensitive control on an infinite time horizon

被引：0
|
作者：
机构：
来源：
SIAM J Control Optim | / 6卷 / 1881期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [11] Risk-sensitive portfolio optimization problems for hidden Markov factors on infinite time horizon
    Tamura, Takashi
    Watanabe, Yusuke
    ASYMPTOTIC ANALYSIS, 2011, 75 (3-4) : 169 - 209
  • [12] Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
    Arapostathis, Ari
    Biswas, Anup
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128 (05) : 1485 - 1524
  • [13] Full-state-feedback minimal cost variance control on an infinite time horizon: The risk-sensitive approach
    Won, CH
    Sain, MK
    Liberty, SR
    PROCEEDINGS OF THE 40TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 2001, : 819 - 824
  • [14] Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
    Lin, Kun
    Jie, Cheng
    Marcus, Steven I.
    AUTOMATICA, 2018, 97 : 1 - 6
  • [15] On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
    Hmedi, Hassan
    Arapostathis, Ari
    Pang, Guodong
    SYSTEMS & CONTROL LETTERS, 2023, 171
  • [16] Risk-sensitive control and differential games in infinite dimensions
    S´wie¸ch, Andrzej
    Nonlinear Analysis, Theory, Methods and Applications, 2002, 50 (04): : 509 - 522
  • [17] Risk-sensitive control and differential games in infinite dimensions
    Swiech, A
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2002, 50 (04) : 509 - 522
  • [18] Infinite horizon risk sensitive control of discrete time Markov processes with small risk
    Di Masi, GB
    Stettner, L
    SYSTEMS & CONTROL LETTERS, 2000, 40 (01) : 15 - 20
  • [19] Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes
    Yonghui Huang
    Zhaotong Lian
    Xianping Guo
    Operational Research, 2022, 22 : 5791 - 5816
  • [20] An infinite horizon risk sensitive stochastic control problem
    Fleming, WH
    Sheu, SJ
    OPTIMAL CONTROL AND PARTIAL DIFFERENTIAL EQUATIONS: IN HONOR OF PROFESSOR ALAIN BENSOUSSAN'S 60TH BIRTHDAY, 2001, : 521 - 529
12345