Record Details

Risk-Sensitive Control with Near Monotone Cost

DSpace at IIT Bombay

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Field Value
 
Title Risk-Sensitive Control with Near Monotone Cost
 
Creator BISWAS, A
BORKAR, VS
KUMAR, KS
 
Subject infinite time horizon
optimal strategies
systems
risk-sensitive control
ergodic game
near monotonicity
hjb equation
optimal control
stationary markov control
 
Description The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is analyzed under a 'near monotonicity' condition on the running cost that penalizes large excursions of the process.
 
Publisher SPRINGER
 
Date 2011-08-29T17:56:36Z
2011-12-26T12:58:42Z
2011-12-27T05:49:05Z
2011-08-29T17:56:36Z
2011-12-26T12:58:42Z
2011-12-27T05:49:05Z
2010
 
Type Article
 
Identifier APPLIED MATHEMATICS AND OPTIMIZATION, 62(2), 145-163
0095-4616
http://dx.doi.org/10.1007/s00245-009-9096-7
http://dspace.library.iitb.ac.in/xmlui/handle/10054/12152
http://hdl.handle.net/10054/12152
 
Language en