Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
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Publication:1295095
DOI10.1016/S0005-1098(98)00153-8zbMath0936.93052OpenAlexW2060248504MaRDI QIDQ1295095
Steven I. Marcus, Stefano P. Coraluppi
Publication date: 5 December 1999
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00153-8
dynamic programmingrisk-sensitive controloptimal policiesminimax controldiscrete-time, finite state Markovian decision processesminimax decision-making
Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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