DocumentCode
294906
Title
Bellman equations of risk sensitive control
Author
Nagai, H.
Author_Institution
Dept. of Math. Sci., Osaka Univ., Japan
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1048
Abstract
Risk sensitive control problems are considered. Existence of a nonnegative solution to the Bellman equation of risk sensitive control is shown. The result is applied to prove that no breaking down occurs. Asymptotic behaviour of the nonnegative solution is studied in relation to ergodic control problems and the relationship between the asymptotics and the large deviation principle is noted
Keywords
differential equations; eigenvalues and eigenfunctions; identification; optimal control; statistical analysis; stochastic systems; Bellman equations; asymptotics; eigenvalues; ergodic control; identification; large deviation principle; nonnegative solution; probability space; risk sensitive control; stochastic differential equation; Differential equations; Eigenvalues and eigenfunctions; Polynomials; Process control; Stochastic processes; Tiles;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480229
Filename
480229
Link To Document