On risk sensitive control of regular step Markov processes
Roman Sadowy
Applicationes Mathematicae, Tome 28 (2001), p. 271-279 / Harvested from The Polish Digital Mathematics Library
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Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.

Publié le : 2001-01-01
EUDML-ID : urn:eudml:doc:279523 
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     title = {On risk sensitive control of regular step Markov processes},
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     volume = {28},
     year = {2001},
     pages = {271-279},
     zbl = {1009.93080},
     language = {en},
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Roman Sadowy. On risk sensitive control of regular step Markov processes. Applicationes Mathematicae, Tome 28 (2001) pp. 271-279. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am28-3-3/