Discounted approximations in risk-sensitive average Markov cost chains with finite state space
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Cited in
(12)- A discounted approach in communicating average Markov decision chains under risk-aversion
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- The vanishing discount approach in Markov chains with risk-sensitive criteria
- Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Markov decision processes under risk sensitivity: a discount vanishing approach
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- The relationships between discounted and average criteria of stochastic games with prospect theory
- An optimal sequence for sub-Markov decision processes with risk sensitivity
- Discrete-time hybrid control with risk-sensitive discounted costs
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