• DocumentCode
    1846992
  • Title

    Risk sensitive dynamic programming with unbounded cost

  • Author

    Balaji, S. ; Borkar, Vivek S. ; Meyn, S.P.

  • Author_Institution
    Dept. of Math., Iowa State Univ., Ames, IA, USA
  • Volume
    1
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    552
  • Abstract
    The existence of an optimal feedback law is established for the risk sensitive optimal control problem with denumerable state space and unbounded cost. It is found that a solution can be found constructively using value iteration or policy iteration
  • Keywords
    dynamic programming; feedback; optimal control; state-space methods; denumerable state space; optimal feedback law; policy iteration; risk sensitive dynamic programming; risk sensitive optimal control problem; unbounded cost; value iteration; Automation; Computer science; Cost function; Dynamic programming; Mathematics; Optimal control; Process control; Robust control; State feedback; State-space methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.832840
  • Filename
    832840
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1846992