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.
| Original language | English |
|---|---|
| Pages (from-to) | 91-101 |
| Journal | Applied Mathematics and Optimization |
| Volume | 42 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Sept 2000 |
| Externally published | Yes |
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