Discounted approximations to the risk-sensitive average cost in finite Markov chains
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Cites work
- scientific article; zbMATH DE number 1240354 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
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Cited in
(11)- The vanishing discount approach in Markov chains with risk-sensitive criteria
- The average cost of Markov chains subject to total variation distance uncertainty
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- Markov decision processes under risk sensitivity: a discount vanishing approach
- 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
- 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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