Di Masi, Giovanni B.; Stettner, Łukasz Infinite horizon risk sensitive control of discrete time Markov processes under minorization property. (English) Zbl 1141.93067 SIAM J. Control Optim. 46, No. 1, 231-252 (2007). Cited in 33 Documents MSC: 93E20 Optimal stochastic control 60J05 Discrete-time Markov processes on general state spaces 93C55 Discrete-time control/observation systems 49L20 Dynamic programming in optimal control and differential games Keywords:risk sensitive control; discrete time Markov processes; splitting; Poisson equation; Bellman equation PDF BibTeX XML Cite \textit{G. B. Di Masi} and \textit{Ł. Stettner}, SIAM J. Control Optim. 46, No. 1, 231--252 (2007; Zbl 1141.93067) Full Text: DOI