On risk sensitive control of regular step Markov processes
Volume 28 / 2001
Applicationes Mathematicae 28 (2001), 271-279
MSC: Primary 93E20; Secondary 60J75.
DOI: 10.4064/am28-3-3
Abstract
Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.
