— 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)
— Under the structural assumption of stochastic stability, we prove existence of maximal solution for a certain perturbed algebraic Riccati equation in infinite dimensional Banach space. The positive perturbation operator is as it appears in control problems involving Markov jump linear systems with infinite countable state space.