A note on negative dynamic programming f
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Anna JaΕkiewicz
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Article
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2008
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Elsevier Science
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English
β 516 KB
Negative dynamic programming for risk-sensitive control is studied. Under some compactness and semicontinuity assumptions the following results are proved: the convergence of the value iteration algorithm to the optimal expected total reward, the Borel measurability or upper semicontinuity of the op