Discrete time risk sensitive control problem
Optimization and Control
2023-06-21 v2
Abstract
In the paper adapting Krein Rutman theory we show the existence of solutions to the long run risk sensitive control problem for controlled discrete time Markov processes over locally compact separable metric spaces.
Keywords
Cite
@article{arxiv.2303.17913,
title = {Discrete time risk sensitive control problem},
author = {Łukasz Stettner},
journal= {arXiv preprint arXiv:2303.17913},
year = {2023}
}