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Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption.

Francesca Da LioWilliam M. McEneaney
Published in: SIAM J. Control. Optim. (2002)
Keyphrases
  • risk sensitive
  • optimal control
  • control strategies
  • control system
  • markov decision processes
  • control policies
  • computational complexity
  • objective function
  • markov decision chains
  • model free