Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013)
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scientific article; zbMATH DE number 6457214
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| English | Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity |
scientific article; zbMATH DE number 6457214 |
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Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (English)
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10 July 2015
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risk-sensitive optimality equation
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discounted approach
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uniformly bounded solutions to the optimality equation
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jensen's inequality
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stopping times
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transient states
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continuity at risk-neutrality
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0.8459639549255371
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0.8456587195396423
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0.83650803565979
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0.8354894518852234
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