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Book Chapter

Risk-Sensitive Control

Springer-Verlag, (2006), 125-142
DOI: 10.1007/0-387-27615-7_6
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Abstract

This chapter is concerned with long-run average risk-sensitive control. The objective of the problem is to choose the rate of production planning to minimize a risk-sensitive cost over the infinite horizon. This consideration is motivated by the following observations. First, since

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Risk-Sensitive Control. (2006). In Average—Cost Control of Stochastic Manufacturing Systems (pp. 125–142). Springer-Verlag. https://doi.org/10.1007/0-387-27615-7_6

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