More Risk-Sensitive Markov Decision Processes (Q5169695)

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scientific article; zbMATH DE number 6316359
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More Risk-Sensitive Markov Decision Processes
scientific article; zbMATH DE number 6316359

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    More Risk-Sensitive Markov Decision Processes (English)
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    11 July 2014
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    Markov decision problem
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    certainty equivalent
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    positive homogeneous utility
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    exponential utility
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    value iteration
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    policy improvement
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    risk-sensitive average cost
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