most citedOn the structure of solutions of ergodic type Bellman equation related to risk-sensitive control

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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…