Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
DOI10.1007/S001860200229zbMATH Open1040.93070OpenAlexW2083601047MaRDI QIDQ1812296FDOQ1812296
Authors: Rolando Cavazos-Cadena, Daniel Hernández-Hernández 
Publication date: 23 June 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200229
Recommendations
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
- Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
existence resultrisk sensitive controlMarkov decision chainscontractive operatorvanishing discount approach
Markov and semi-Markov decision processes (90C40) (H^infty)-control (93B36) Optimal stochastic control (93E20)
Cited In (7)
- Title not available (Why is that?)
- Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
- Growth rates and average optimality in risk-sensitive Markov decision chains
- Portfolio management under drawdown constraint in discrete-time financial markets
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
- Markov decision processes with risk-sensitive criteria: an overview
This page was built for publication: Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1812296)
