Ergodic risk-sensitive control-A survey

BISWAS, ANUP; Borkar, Vivek S.

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dc.contributor.author	BISWAS, ANUP	en_US
dc.contributor.author	Borkar, Vivek S.	en_US
dc.date.accessioned	2023-07-27T07:21:36Z
dc.date.available	2023-07-27T07:21:36Z
dc.date.issued	2023-05	en_US
dc.identifier.citation	Annual Reviews in Control, 55, 118-141.	en_US
dc.identifier.issn	1367-5788	en_US
dc.identifier.issn	1872-9088	en_US
dc.identifier.uri	https://doi.org/10.1016/j.arcontrol.2023.03.001	en_US
dc.identifier.uri	http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/8090
dc.description.abstract	Risk-sensitive control has received considerable interest since the seminal work of Howard and Matheson (Howard and Matheson, 1971/72) because of its ability to account for fluctuations about the mean, its connection with �∞ control, and its application to financial mathematics. In this article we attempt to put together a comprehensive survey on the research done on ergodic risk-sensitive control over the last four decades.	en_US
dc.language.iso	en	en_US
dc.publisher	Elsevier B.V.	en_US
dc.subject	Risk-sensitive control	en_US
dc.subject	Bellman equation	en_US
dc.subject	Generalized principal eigenvalue	en_US
dc.subject	Multiplicative dynamic programming	en_US
dc.subject	Verification theorem	en_US
dc.subject	Markov decision process	en_US
dc.subject	2023-JUL-WEEK2	en_US
dc.subject	TOC-JUL-2023	en_US
dc.subject	2023	en_US
dc.title	Ergodic risk-sensitive control-A survey	en_US
dc.type	Article	en_US
dc.contributor.department	Dept. of Mathematics	en_US
dc.identifier.sourcetitle	Annual Reviews in Control	en_US
dc.publication.originofpublisher	Foreign	en_US