Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473)

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Discounted approximations in risk-sensitive average Markov cost chains with finite state space
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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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