An optimality system for finite average Markov decision chains under risk-aversion
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Cites work
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- Existence of risk-sensitive optimal stationary policies for controlled Markov processes
- Growth Optimality for Branching Markov Decision Chains
- Growth rates and average optimality in risk-sensitive Markov decision chains
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- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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Cited in
(17)- A discounted approach in communicating average Markov decision chains under risk-aversion
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Local Poisson equations associated with discrete-time Markov control processes
- A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function
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- A cone property in the theory of risk-sensitive average criteria
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- Markov decision processes under risk sensitivity: a discount vanishing approach
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- Denumerable Markov stopping games with risk-sensitive total reward criterion.
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