Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (Q1395376): Difference between revisions

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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
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    Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (English)
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    26 June 2003
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    exponential utility function
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    constant risk sensitivity
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    constant average cost
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    weak communication condition
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    contractive operator
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