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"Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior."

Daniel Hernández-Hernández, Pedro Salazar-Sánchez (2023)

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DOI: 10.1137/21M1459253

access: closed

type: Journal Article

metadata version: 2023-08-18

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  - journals/siamco/HernandezHernandezS23
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  - https://dblp.org/rec/journals/siamco/HernandezHernandezS23
Daniel Hernández-Hernández, Pedro Salazar-Sánchez:
Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior. SIAM J. Control. Optim. 61(3): 1136-1161 (2023)

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