Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space (Q1395376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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