Risk sensitive control of Markov processes in countable state space

A Weak Convergence Approach to the Theory of Large Deviations

James Lynch, Paul Dupuis, Richard S. Ellis · Journal of the American Statistical Association · 1998 · 800 citations

Large Deviations, Engineering, Stochastic Phenomenon +16

Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

D. Jacobson · IEEE Transactions on Automatic Control · 1973 · 711 citations

Exponential Performance Criteria, Differential Game, Stochastic Game +10

ON DECISION AND CONTROL

Bonaventure Intercontinental · 1985 · 680 citations

Control Environment, Autonomy, Behavioral Decision Making +7

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

Ari Arapostathis, Vivek S. Borkar, E. Fernández-Gaucherand et al. · SIAM Journal on Control and Optimization · 1993 · 606 citations

Mathematical Programming, Engineering, Stochastic Game +14

Risk-Sensitive Markov Decision Processes

Ronald A. Howard, James Matheson · Management Science · 1972 · 508 citations

Mathematical Programming, Engineering, Certain Equivalent Reward +13