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Keywords
(5)
Eigenvalues
hamiltonjacobi...
Nonlinear Eigenvalue Problem
Optimal Control
risksensitive control
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An eigenvalue approach to the risk sensitive control problem in near monotone case
An eigenvalue approach to the risk sensitive control problem in near monotone case,10.1016/j.sysconle.2010.12.002,Systems & Control Letters,Anup Biswa
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An eigenvalue approach to the risk sensitive control problem in near monotone case
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Citations: 1
)
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Anup Biswas
Risk sensitive
control problem
under near monotonicity condition is considered. We prove existence of a solution to the corresponding Hamilton–Jacobi–Bellman equation by an eigenvalue approach. Existence of an
optimal control
has also been proved.
Journal:
Systems & Control Letters  SCL
, vol. 60, no. 3, pp. 181184, 2011
DOI:
10.1016/j.sysconle.2010.12.002
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Citation Context
(1)
...In [
4
], existence of (w, λ) is proved using an eigenvalue approach with near monotone cost...
Anup Biswas
.
Risk Sensitive Control of Diffusions with Small Running Cost
References
(9)
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(
Citations: 103
)
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,
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Journal:
Siam Journal on Control and Optimization  SIAM
, 1995
RiskSensitive Control with Near Monotone Cost
(
Citations: 3
)
Anup Biswas
,
V. S. Borkar
Journal:
Applied Mathematics and Optimization  APPL MATH OPT
, vol. 62, no. 2, pp. 145163, 2010
Remarks on RiskSensitive Control Problems
(
Citations: 3
)
JoseLuis Menaldi
,
Maurice Robin
Journal:
Applied Mathematics and Optimization  APPL MATH OPT
, vol. 52, no. 3, pp. 297310, 2005
Bellman equations of risksensitive control
(
Citations: 52
)
H. Nagai
Journal:
Siam Journal on Control and Optimization  SIAM
, 1996
RiskSensitive Control of DiscreteTime Markov Processes with Infinite Horizon
(
Citations: 22
)
Giovanni B. Di Masi
,
Lukasz Stettner
Journal:
Siam Journal on Control and Optimization  SIAM
, vol. 38, no. 1, pp. 6178, 1999
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Citations
(1)
Risk Sensitive Control of Diffusions with Small Running Cost
Anup Biswas
Journal:
Applied Mathematics and Optimization  APPL MATH OPT
, vol. 64, no. 1, pp. 112, 2011