"A Variational Characterization of the Risk-Sensitive Average Reward for ..."

Ari Arapostathis et al. (2020)

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DOI: 10.1137/20M1329202

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type: Journal Article

metadata version: 2021-01-09

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Ari Arapostathis, Anup Biswas, Vivek S. Borkar, K. Suresh Kumar:
A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on ℝ^d. SIAM J. Control. Optim. 58(6): 3785-3813 (2020)

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