Borkar, Vivek S. (2017) Linear and dynamic programming approaches to degenerate risk-sensitive reward processes In: 2017 IEEE 56th Annual Conference on Decision and Control (CDC), 12-15 December 2017, Melbourne, VIC, Australia.
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Official URL: http://doi.org/10.1109/CDC.2017.8264204
Related URL: http://dx.doi.org/10.1109/CDC.2017.8264204
Abstract
Using a recently established variational representation for asymptotic growth rate of risk-sensitive reward, equivalent dynamic programming and linear programming formulations are recovered for finite state risk-sensitive reward processes in absence of irreducibility.
| Item Type: | Conference or Workshop Item (Other) |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 135157 |
| Deposited On: | 19 Jan 2023 10:37 |
| Last Modified: | 19 Jan 2023 10:37 |
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