Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053)

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Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
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    Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (English)
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    27 January 2022
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    exponential utility function
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    certainty equivalent
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    bounded sojourn times
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    vanishing discount approach
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    biparametric contractive operator
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    tube lemma
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