Infinite horizon risk sensitive control of discrete time Markov processes with small risk
By G. B. Masi, Ł. Stettner. 2000
68 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/2bc47f058dd27033eee6462ead0ea624cf1da36f
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Citations in the corpus
- Average optimality for risk-sensitive control with general state space (2007, background): “R M ] 3 A pr 2 00 7 The Annals of Applied Probability 2007, Vol. 17, No. 2, 654–675 DOI: 10.1214/105051606000000790 c© Institute of Mathematical Statistics, 2007”