Jack Baczynski

Learn More
— A new concept of risk sensitivity is given which unveils a wide class of functions not detected as risk sensitive in the classical scenario. Benefiting from the broadening of this class beyond the classical real-valued convex format, the concept allows, for instance, to further inroads concerning risk sensitive optimal control problems-as did Jacobson(More)
— Uniform convergence of standard transition matrices is a concept which appears in some fundamental results in Markov chain theory and therefore in optimal control, H∞ control and stability problems of continuous-time Markov Jump Linear Systems (MJLSs) with infinite countable state space of the Markov chain. We identify some classes of standard transition(More)