Ergodic risk-sensitive control for regime-switching diffusions.

Anup Biswas Somnath Pradhan

Published in: Syst. Control. Lett. (2022)

Keyphrases

risk sensitive
optimal control
brownian motion
control policies
utility function
control strategies
control system
model free
control strategy
markov decision processes
mobile robot
optimality criterion
average cost
control policy
markov decision problems
real time
markov decision chains