65 citations · 65 across the 2 of their papers we have counts for
2 papers
math.OC2009
Max-plus Stochastic Control and Risk-sensitivity
Wendell H. Fleming, Hidehiro Kaise, Shuenn-Jyi Sheu
In the Maslov idempotent probability calculus, expectations of random variables are defined so as to be linear with respect to max-plus addition and scalar multiplication. This pap…
math.PR2006★ 65 cited
On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
Hidehiro Kaise, Shuenn-Jyi Sheu
Bellman equations of ergodic type related to risk-sensitive control are considered. We treat the case that the nonlinear term is positive quadratic form on first-order partial deri…