Discrete time risk sensitive control problem

2023/03/31 by Stettner, Łukasz
#49J55 #49K45 #93C10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2303.17913

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.

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