Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779)
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scientific article; zbMATH DE number 6791054
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| English | Discounted approximations to the risk-sensitive average cost in finite Markov chains |
scientific article; zbMATH DE number 6791054 |
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Discounted approximations to the risk-sensitive average cost in finite Markov chains (English)
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13 October 2017
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exponential utility
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certainty equivalent
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vanishing discount method
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Hölder inequality
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convex function
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0.961995244026184
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0.927834689617157
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0.9210165143013
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0.8560522794723511
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0.8551797866821289
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