Average optimality for risk-sensitive control with general state space

73 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Risk-sensitive control of continuous time Markov chains (2014, background): “oustime MDP. For earlier works on risk-sensitive control we refer to [15] and [16]. Since then there has been a lot of research on risk senstive control of discrete time Markov chains [6], [7], [14], [17] [21] and also there has been a lot of work on risk sensitive control of diﬀusions [3], [9], [22”