Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains (Q5219681)
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scientific article; zbMATH DE number 7179866
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| English | Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains |
scientific article; zbMATH DE number 7179866 |
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Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (English)
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12 March 2020
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Collatz-Wielandt relation
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hitting time
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exponential utility
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risk-averse controller
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certainty equivalent
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total relative cost
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strict optimality inequality
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0.9238919615745544
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0.9064225554466248
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0.8911058306694031
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0.88984614610672
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