Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion (Q4548935)

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scientific article; zbMATH DE number 1789632
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    Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion
    scientific article; zbMATH DE number 1789632

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      Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion (English)
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      27 August 2002
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      Markov decision processes
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      risk-sensitive optimality
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      stationary policy
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      utility function
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      structural stability
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      ergodic class
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      invariant distribution
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