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A note on stronger forms of sensitivity for dynamical systems

✍ Scribed by Risong Li


Book ID
113529808
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
230 KB
Volume
45
Category
Article
ISSN
0960-0779

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A note on negative dynamic programming f
✍ Anna JaΕ›kiewicz πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 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