• Title of article

    An eigenvalue approach to the risk sensitive control problem in near monotone case

  • Author/Authors

    Biswas، نويسنده , , Anup، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2011
  • Pages
    4
  • From page
    181
  • To page
    184
  • Abstract
    Risk sensitive control problem under near monotonicity condition is considered. We prove existence of a solution to the corresponding Hamilton–Jacobi–Bellman equation by an eigenvalue approach. Existence of an optimal control has also been proved.
  • Keywords
    nonlinear eigenvalue problem , Hamilton–Jacobi–Bellman equation , Optimal Markov control , Risk sensitive control , Controlled diffusions
  • Journal title
    Systems and Control Letters
  • Serial Year
    2011
  • Journal title
    Systems and Control Letters
  • Record number

    1675678

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1675678