Conditions for no breakdown and bellman equations of risk-sensitive control

Authors
Bensoussan, A Nagai, H
Citation
A. Bensoussan et H. Nagai, Conditions for no breakdown and bellman equations of risk-sensitive control, APPL MATH O, 42(2), 2000, pp. 91-101
Citations number
14
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
42
Issue
2
Year of publication
2000
Pages
91 - 101
Database
ISI
SICI code
0095-4616(200009/10)42:2<91:CFNBAB>2.0.ZU;2-3
Abstract
In the treatment of the risk-sensitive control problem, it is known that th e criterion function may not have a finite value. The risk parameter cannot be arbitrary. Conditions have been presented by the authors in previous pa pers to guarantee the no breakdown. In the present article, we present a fr amework in which the conditions can be greatly relaxed.