Matches in SemOpenAlex for { <https://semopenalex.org/work/W4386775462> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W4386775462 endingPage "105627" @default.
- W4386775462 startingPage "105627" @default.
- W4386775462 abstract "In the paper certainty equivalent control of discrete time Markov processes with average utility functional is studied. Several particular cases are considered. We show two conditions under which the problem is reduced to control with average reward per unit time (risk neutral) functional. Then we show continuity of the optimal value of the risk sensitive control problem with respect to risk parameter. For so called regular utility we prove that optimal risk sensitive control with risk parameter defined as a the limit of Arrow–Pratt function is also optimal for certainty equivalent control with average utility functional. We show also an example of utility function, which is not regular, for which we can show that average utility functional is maximized by control which is optimal for average reward per unit time functional." @default.
- W4386775462 created "2023-09-16" @default.
- W4386775462 creator A5025029502 @default.
- W4386775462 date "2023-11-01" @default.
- W4386775462 modified "2023-09-27" @default.
- W4386775462 title "Certainty equivalent control of discrete time Markov processes with the average reward functional" @default.
- W4386775462 cites W1869182727 @default.
- W4386775462 cites W2037197628 @default.
- W4386775462 cites W2048220997 @default.
- W4386775462 cites W2049826699 @default.
- W4386775462 cites W2147086938 @default.
- W4386775462 cites W2158732749 @default.
- W4386775462 cites W2160769068 @default.
- W4386775462 cites W2790589607 @default.
- W4386775462 cites W2986546961 @default.
- W4386775462 cites W3154013591 @default.
- W4386775462 cites W3173360084 @default.
- W4386775462 doi "https://doi.org/10.1016/j.sysconle.2023.105627" @default.
- W4386775462 hasPublicationYear "2023" @default.
- W4386775462 type Work @default.
- W4386775462 citedByCount "0" @default.
- W4386775462 crossrefType "journal-article" @default.
- W4386775462 hasAuthorship W4386775462A5025029502 @default.
- W4386775462 hasBestOaLocation W43867754621 @default.
- W4386775462 hasConcept C105795698 @default.
- W4386775462 hasConcept C126255220 @default.
- W4386775462 hasConcept C134306372 @default.
- W4386775462 hasConcept C14036430 @default.
- W4386775462 hasConcept C144237770 @default.
- W4386775462 hasConcept C151201525 @default.
- W4386775462 hasConcept C154945302 @default.
- W4386775462 hasConcept C159886148 @default.
- W4386775462 hasConcept C170131372 @default.
- W4386775462 hasConcept C205706631 @default.
- W4386775462 hasConcept C2524010 @default.
- W4386775462 hasConcept C2775924081 @default.
- W4386775462 hasConcept C33923547 @default.
- W4386775462 hasConcept C41008148 @default.
- W4386775462 hasConcept C47446073 @default.
- W4386775462 hasConcept C55689738 @default.
- W4386775462 hasConcept C7493553 @default.
- W4386775462 hasConcept C78458016 @default.
- W4386775462 hasConcept C86803240 @default.
- W4386775462 hasConcept C91575142 @default.
- W4386775462 hasConcept C98763669 @default.
- W4386775462 hasConceptScore W4386775462C105795698 @default.
- W4386775462 hasConceptScore W4386775462C126255220 @default.
- W4386775462 hasConceptScore W4386775462C134306372 @default.
- W4386775462 hasConceptScore W4386775462C14036430 @default.
- W4386775462 hasConceptScore W4386775462C144237770 @default.
- W4386775462 hasConceptScore W4386775462C151201525 @default.
- W4386775462 hasConceptScore W4386775462C154945302 @default.
- W4386775462 hasConceptScore W4386775462C159886148 @default.
- W4386775462 hasConceptScore W4386775462C170131372 @default.
- W4386775462 hasConceptScore W4386775462C205706631 @default.
- W4386775462 hasConceptScore W4386775462C2524010 @default.
- W4386775462 hasConceptScore W4386775462C2775924081 @default.
- W4386775462 hasConceptScore W4386775462C33923547 @default.
- W4386775462 hasConceptScore W4386775462C41008148 @default.
- W4386775462 hasConceptScore W4386775462C47446073 @default.
- W4386775462 hasConceptScore W4386775462C55689738 @default.
- W4386775462 hasConceptScore W4386775462C7493553 @default.
- W4386775462 hasConceptScore W4386775462C78458016 @default.
- W4386775462 hasConceptScore W4386775462C86803240 @default.
- W4386775462 hasConceptScore W4386775462C91575142 @default.
- W4386775462 hasConceptScore W4386775462C98763669 @default.
- W4386775462 hasFunder F4320322511 @default.
- W4386775462 hasLocation W43867754621 @default.
- W4386775462 hasOpenAccess W4386775462 @default.
- W4386775462 hasPrimaryLocation W43867754621 @default.
- W4386775462 hasRelatedWork W1603763795 @default.
- W4386775462 hasRelatedWork W1977073452 @default.
- W4386775462 hasRelatedWork W2016937859 @default.
- W4386775462 hasRelatedWork W2113019827 @default.
- W4386775462 hasRelatedWork W2133841948 @default.
- W4386775462 hasRelatedWork W2149234139 @default.
- W4386775462 hasRelatedWork W2392425307 @default.
- W4386775462 hasRelatedWork W3037174382 @default.
- W4386775462 hasRelatedWork W4287867962 @default.
- W4386775462 hasRelatedWork W3200668049 @default.
- W4386775462 hasVolume "181" @default.
- W4386775462 isParatext "false" @default.
- W4386775462 isRetracted "false" @default.
- W4386775462 workType "article" @default.