Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (Q6652399)

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scientific article; zbMATH DE number 7957556
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    Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
    scientific article; zbMATH DE number 7957556

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      Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (English)
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      12 December 2024
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      risk-sensitive stochastic control
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      long time horizon
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      Markov decision process (MDP)
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      entropic utility
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      blackwell optimality
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      vanishing discount
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      span-contraction approach
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