Arapostathis, Ari ; Borkar, Vivek S. (2021) Linear and Dynamic Programs for Risk-Sensitive Cost Minimization In: 2021 60th IEEE Conference on Decision and Control (CDC), 14-17 December 2021, Austin, TX, USA.
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Official URL: http://doi.org/10.1109/CDC45484.2021.9683319
Related URL: http://dx.doi.org/10.1109/CDC45484.2021.9683319
Abstract
We derive equivalent linear and dynamic programs for infinite horizon risk-sensitive control for minimization of the asymptotic growth rate of the cumulative cost.
| Item Type: | Conference or Workshop Item (Other) |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 135130 |
| Deposited On: | 19 Jan 2023 07:34 |
| Last Modified: | 19 Jan 2023 07:34 |
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