Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415)

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Controlled semi-Markov chains with risk-sensitive average cost criterion
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    Controlled semi-Markov chains with risk-sensitive average cost criterion (English)
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    31 August 2016
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    exponential utility
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    certainty equivalent
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    light tails
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    communicating underlying chain
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    risk-sensitive control
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