Publication:2893935
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zbMath1243.93127MaRDI QIDQ2893935
Rolando Cavazos-Cadena, Alfredo Alanís-Durán
Publication date: 26 June 2012
Full work available at URL: https://eudml.org/doc/247175
equality of superior and inferior limit risk-averse average criteria; nonconstant optimal average cost; partition of the state space
60J05: Discrete-time Markov processes on general state spaces
93C55: Discrete-time control/observation systems
93E20: Optimal stochastic control
90C40: Markov and semi-Markov decision processes
49K45: Optimality conditions for problems involving randomness
Related Items
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains, Average criteria in denumerable semi-Markov decision chains under risk-aversion, Controlled semi-Markov chains with risk-sensitive average cost criterion, A Poisson equation for the risk-sensitive average cost in semi-Markov chains, A discounted approach in communicating average Markov decision chains under risk-aversion, Discounted approximations in risk-sensitive average Markov cost chains with finite state space, Local Poisson equations associated with discrete-time Markov control processes
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