• DocumentCode
    114676
  • Title

    From Collatz-Weilandt to Donkser-Varadhan via Krein-Rutman

  • Author

    Arapostathis, Ari ; Borkar, Vivek S. ; Kumar, K. Suresh

  • Author_Institution
    Electr. & Comput. Eng., Univ. of Texas at Austin, Austin, TX, USA
  • fYear
    2014
  • fDate
    15-17 Dec. 2014
  • Firstpage
    1874
  • Lastpage
    1879
  • Abstract
    The `value´ of infinite horizon risk-sensitive control is the principal eigenvalue of a certain positive operator. This facilitates the use of Chang´s extension of the Collatz-Weilandt formula to derive a variational characterization thereof. For the uncontrolled case, this reduces to the Donsker-Varadhan functional.
  • Keywords
    eigenvalues and eigenfunctions; infinite horizon; Collatz-Weilandt formula; Donsker-Varadhan functional; Krein-Rutman formula; eigenvalue; infinite horizon risk-sensitive control; Abstracts; Aerospace electronics; Eigenvalues and eigenfunctions; Electronic mail; Equations; Radio frequency; Standards;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
  • Conference_Location
    Los Angeles, CA
  • Print_ISBN
    978-1-4799-7746-8
  • Type

    conf

  • DOI
    10.1109/CDC.2014.7039671
  • Filename
    7039671
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=114676