Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems

Francesca Albertini, Paolo Dai Pra, Chiara Prior. Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems. MCSS, 14(1):1-28, 2001. [doi]

Abstract

Abstract is missing.