Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473)
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scientific article; zbMATH DE number 7212185
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| English | Discounted approximations in risk-sensitive average Markov cost chains with finite state space |
scientific article; zbMATH DE number 7212185 |
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Discounted approximations in risk-sensitive average Markov cost chains with finite state space (English)
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15 June 2020
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exponential utility
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certainty equivalent
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vanishing discount method
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largest discounted cost from a given state
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uniform discounted approximations
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0.961995244026184
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0.9343151450157166
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0.9205691814422609
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0.86728835105896
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0.8448013663291931
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