Average optimality for risk-sensitive control with general state space
Work
Year: 2007
Type: article
Abstract: This paper deals with discrete-time Markov control processes on a general state space. A long-run risk-sensitive average cost criterion is used as a performance measure. The one-step cost function is ... more
Author Anna Jaśkiewicz
Institution Wrocław University of Science and Technology
Cites: 28
Cited by: 58
Related to: 10
FWCI: 1.549
Citation percentile (by year/subfield): 92.83
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze