2000 character limit reached
Discrete time risk sensitive control problem (2303.17913v2)
Published 31 Mar 2023 in math.OC
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.
Collections
Sign up for free to add this paper to one or more collections.