Small parameter limit for discrete-time partially observed risk-sensitive control problems

被引：1

作者：

Albertini, F ^{[1
]}

Pra, PD ^{[1
]}

机构：

[1] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35131 Padua, Italy

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1998年 / 37卷 / 01期

关键词：

risk-sensitive control; dynamics games; large deviations;

D O I：

10.1137/S0363012996307801

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We show that risk-sensitive control problems and deterministic dynamic games can be connected, under rather mild assumptions, by a small noise limit. In order to control this limit, new techniques are developed to study propagation of large deviations through conditional probabilities.

引用

页码：1 / 32

页数：32

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