most citedA Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains

20 citations · 20 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2005★ 20 cited

A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains

Rolando Cavazos-Cadena, Daniel Hernandez-Hernandez

This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control p…