Singular Limits of Bellman Equations of Ergodic Type Related to Risk-Sensitive Control

Stochastic Analysis, Control, Optimization and Applications ◽

10.1007/978-1-4612-1784-8_6 ◽

1999 ◽

pp. 95-114

Author(s):

Hideo Nagai

Keyword(s):

Bellman Equations ◽

Singular Limits ◽

Risk Sensitive ◽

Risk Sensitive Control

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Ergodic Type Bellman Equations of Risk-Sensitive Control

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications ◽

10.5687/sss.2000.89 ◽

2000 ◽

Vol 2000 (0) ◽

pp. 89-94

Author(s):

Kaise Hidehiro ◽

Hideo Nagai

Keyword(s):

Bellman Equations ◽

Risk Sensitive ◽

Risk Sensitive Control

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Conditions for No Breakdown and Bellman Equations of Risk-Sensitive Control

Applied Mathematics & Optimization ◽

10.1007/s002450010007 ◽

2000 ◽

Vol 42 (2) ◽

pp. 91-101 ◽

Author(s):

A. Bensoussan

Keyword(s):

Bellman Equations ◽

Risk Sensitive ◽

Risk Sensitive Control

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Bellman equations of risk sensitive control

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480229 ◽

2002 ◽

Author(s):

H. Nagai

Keyword(s):

Bellman Equations ◽

Risk Sensitive ◽

Risk Sensitive Control

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Bellman Equations of Risk-Sensitive Control

SIAM Journal on Control and Optimization ◽

10.1137/s0363012993255302 ◽

1996 ◽

Vol 34 (1) ◽

pp. 74-101 ◽

Author(s):

H. Nagai

Keyword(s):

Bellman Equations ◽

Risk Sensitive ◽

Risk Sensitive Control

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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-020-00732-8 ◽

2021 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Piecewise Deterministic Markov Processes ◽

Risk Sensitive Control ◽

Optimality Equations

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A risk-sensitive control dual approach to a large deviations control problem

Systems & Control Letters ◽

10.1016/s0167-6911(03)00100-2 ◽

2003 ◽

Vol 49 (4) ◽

pp. 295-309 ◽

Author(s):

Huyên Pham

Keyword(s):

Large Deviations ◽

Control Problem ◽

Dual Approach ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Large Deviations Control

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Some Results on Risk-Sensitive Control with Full Observation

Applied Mathematics & Optimization ◽

10.1007/s002459900067 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-41 ◽

Author(s):

A. Bensoussan

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

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Risk-sensitive control of cash management systems

Operational Research ◽

10.1007/s12351-017-0371-0 ◽

2017 ◽

Vol 20 (2) ◽

pp. 1159-1176 ◽

Author(s):

Francisco Salas-Molina

Keyword(s):

Management Systems ◽

Cash Management ◽

Risk Sensitive ◽

Risk Sensitive Control

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Infinite horizon risk sensitive control of discrete time Markov processes with small risk

Systems & Control Letters ◽

10.1016/s0167-6911(99)00118-8 ◽

2000 ◽

Vol 40 (1) ◽

pp. 15-20 ◽

Author(s):

G.B.Di Masi ◽

Ł. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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Practical Output-Feedback Risk-Sensitive Control for Stochastic Nonlinear Systems with Stable Zero-Dynamics

SIAM Journal on Control and Optimization ◽

10.1137/s0363012903439185 ◽

2006 ◽

Vol 45 (3) ◽

pp. 885-926 ◽

Author(s):

Yun-Gang Liu ◽

Ji-Feng Zhang

Keyword(s):

Nonlinear Systems ◽

Output Feedback ◽

Stochastic Nonlinear Systems ◽

Zero Dynamics ◽

Risk Sensitive ◽

Risk Sensitive Control

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