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- Publisher
- Springer Journals
- Copyright
- Copyright © Springer-Verlag New York Inc. 2000
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s002450010007
- Publisher site
- See Article on Publisher Site
Abstract
. In the treatment of the risk-sensitive control problem, it is known that the criterion function may not have a finite value. The risk parameter cannot be arbitrary. Conditions have been presented by the authors in previous papers to guarantee the no breakdown. In the present article, we present a framework in which the conditions can be greatly relaxed.
Journal
Applied Mathematics & Optimization – Springer Journals
Published: Jan 1, 2000
Keywords: Control Problem; Present Article; Criterion Function; Bellman Equation; Risk Parameter