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Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior.
Daniel Hernández-Hernández
Pedro Salazar-Sánchez
Published in:
SIAM J. Control. Optim. (2023)
Keyphrases
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optimal control
control problems
risk sensitive
infinite horizon
dynamic programming
average cost
control strategy
finite horizon
reinforcement learning
linear quadratic
markov decision processes
control law
optimal policy
decision making