Geodesic
On risk sensitive control of regular step Markov processes
Roman Sadowy1
1 Institute of Mathematics Opole University Oleska 48 45-052 Opole, Poland
Applicationes Mathematicae, Tome 28 (2001) no. 3, pp. 271-279.

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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.
DOI : 10.4064/am28-3-3
Keywords: risk sensitive control problem regular step markov processes considered firstly control parameters changed shift times general

Roman Sadowy 1

1 Institute of Mathematics Opole University Oleska 48 45-052 Opole, Poland 
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Roman Sadowy. On risk sensitive control
of regular step Markov processes. Applicationes Mathematicae, Tome 28 (2001) no. 3, pp. 271-279. doi : 10.4064/am28-3-3. http://geodesic.mathdoc.fr/articles/10.4064/am28-3-3/

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