On the policy improvement algorithm for ergodic risk-sensitive control
Work
Year: 2020
Type: article
Abstract: In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the whole space. We study the minimization and maximization proble... more
Institutions The University of Texas at Austin, Indian Institute of Science Education and Research Pune
Cites: 37
Cited by: 1
Related to: 10
FWCI: 0.911
Citation percentile (by year/subfield): 62.78
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green