Risk-Sensitive Control and an Abstract Collatz–Wielandt Formula-Reference-Cited by-同舟云学术

Risk-Sensitive Control and an Abstract Collatz–Wielandt Formula

Published:2015-05-15 Issue:4 Volume:29 Page:1458-1484
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Arapostathis Ari,Borkar Vivek S.,Kumar K. Suresh

Funder

Office of Naval Research

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-015-0616-x.pdf

Reference17 articles.

1. Arapostathis, A.: A Correction to a Nonlinear Version of the Kreĭn–Rutman Theorem by Rajesh Mahadevan (preprint)

2. Biswas, A.: An eigenvalue approach to the risk sensitive control problem in near monotone case. Syst. Control Lett. 60, 181–184 (2011)

3. Borkar, V.S.: Optimal Control of Diffusion Processes. Pitman Research Notes in Mathematics Series, vol. 203. Longman Scientific & Technical, Harlow (1989)

4. Chang, K.C.: A nonlinear Krein Rutman theorem. J. Syst. Sci. Complex. 22, 542–554 (2009)

5. Collatz, L.: Einschließungssatz für die charakteristischen Zahlen von Matrizen. Math. Z. 48, 221–226 (1942)

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