On the relative value iteration with a risk-sensitive criterion
Work
Year: 2020
Type: article
Abstract: A multiplicative relative value iteration algorithm for solving the dynamic programming equation for the risk-sensitive control problem is studied for discrete time controlled Markov chains with a com... more
Source: Banach Center Publications
Authors Ari Arapostathis, Vivek S. Borkar
Cites: 28
Cited by: 1
Related to: 10
FWCI: 0.114
Citation percentile (by year/subfield): 34.97
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze