On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions

Document Details

Document Type: Pub Defense Publication
Publication Date: Jan 01, 2023
Source ID: 10.1016/j.sysconle.2022.105413

Entities

People

Aristotle Arapostathis
Guodong Pang
Hassan Hmedi

Organizations

Army Research Office
National Science Foundation