Discounted approximations to the risk-sensitive average cost in finite Markov chains
DOI10.1016/J.JMAA.2017.01.084zbMATH Open1382.60094OpenAlexW2585760530MaRDI QIDQ2408779FDOQ2408779
Authors: Rolando Cavazos-Cadena, Daniel Cruz-Suárez 
Publication date: 13 October 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.01.084
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Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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Cited In (11)
- The vanishing discount approach in Markov chains with risk-sensitive criteria
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- The average cost of Markov chains subject to total variation distance uncertainty
- Markov decision processes under risk sensitivity: a discount vanishing approach
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Markov decision processes with risk-sensitive criteria: an overview
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