Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes (Q1295095): Difference between revisions
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Latest revision as of 10:21, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes |
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Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes (English)
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5 December 1999
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This paper analyzes a connection between risk-sensitive and minimax criteria for discrete-time, finite state Markovian decision processes. The authors show dynamic programming for both criteria and synthesized optimal policies. Moreover, they formulate optimal risk-sensitive and minimax decision-making, in a general setting, which leads to stationary discounted optimal policies on the infinite horizon.
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risk-sensitive control
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minimax control
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discrete-time, finite state Markovian decision processes
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dynamic programming
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optimal policies
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minimax decision-making
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