Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
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Publication:1974577
zbMath0953.93077MaRDI QIDQ1974577
Emmanuel Fernández-Gaucherand, Rolando Cavazos-Cadena
Publication date: 7 May 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
stochastic optimal controlsimultaneous Doeblin conditionrisk sensitivediscrete-time controlled Markov chain
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