A characterization of exponential functionals in finite Markov chains
暂无分享,去创建一个
[1] O. Hernández-Lerma. Adaptive Markov Control Processes , 1989 .
[2] Ian R. Petersen,et al. Robust Properties of Risk-Sensitive Control , 2000, Math. Control. Signals Syst..
[3] Rolando Cavazos-Cadena,et al. Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions , 1999, Math. Methods Oper. Res..
[4] H. Nagai. Bellman Equations of Risk-Sensitive Control , 1996 .
[5] Hidehiro Kaise,et al. Ergodic type Bellman equations of risk-sensitive control with large parameters and their singular limits , 1999 .
[6] A. Bensoussan,et al. Some Results on Risk-Sensitive Control with Full Observation , 1995 .
[7] S. Meyn,et al. Multiplicative ergodicity and large deviations for an irreducible Markov chain , 2000 .
[8] J. Lynch,et al. A weak convergence approach to the theory of large deviations , 1997 .
[9] Martin L. Puterman,et al. Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .
[10] Shuenn-Jyi Sheu,et al. On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems , 1999 .
[11] H. Nagai,et al. Bellman–Isaacs equations of ergodic type related to risk‐sensitive control and their singular limits , 1998 .
[12] S. Marcus,et al. Risk sensitive control of Markov processes in countable state space , 1996 .
[13] S. Sheu,et al. ON THE STRUCTURE OF SOLUTIONS OF ERGODIC TYPE BELLMAN EQUATION RELATED TO RISK-SENSITIVE CONTROL , 2006, math/0602625.
[14] R. Howard,et al. Risk-Sensitive Markov Decision Processes , 1972 .