Conditions for no breakdown and bellman equations of risk-sensitive control

被引：5
|
作者：
Bensoussan, A
Nagai, H
机构：
[1] Ctr Natl Etud Spatiales, F-75039 Paris, France
[2] Osaka Univ, Fac Engn Sci, Dept Math Sci, Toyonaka, Osaka 560, Japan
来源：
APPLIED MATHEMATICS AND OPTIMIZATION | 2000年 / 42卷 / 02期
关键词：
D O I：
10.1007/s002450010007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In the treatment of the risk-sensitive control problem, it is known that the criterion function may not have a finite value. The risk parameter cannot be arbitrary. Conditions have been presented by the authors in previous papers to guarantee the no breakdown. In the present article, we present a framework in which the conditions can be greatly relaxed.
引用
收藏
页码：91 / 101
页数：11
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