一般状态空间下风险敏感控制的平均最优性
Average optimality for risk-sensitive control with general state space
摘要：
本文研究一般状态空间上的离散时间马尔可夫控制过程。一个长期的风险敏感的平均成本标准被用来作为一个性能指标。一步成本函数是非负的，并且可能是无界的。利用消失贴现因子方法，建立了最优性不等式和决策者的最优平稳策略。
英文摘要：
This paper deals with discrete-time Markov control processes on a general state space. A long-run risk-sensitive average cost criterion is used as a performance measure. The one-step cost function is nonnegative and possibly unbounded. Using the vanishing discount factor approach, the optimality inequality and an optimal stationary strategy for the decision maker are established.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
