Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
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Publication:3754453
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- scientific article; zbMATH DE number 700091
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- Markov decision processes with risk-sensitive criteria: an overview
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- Approximate Markov-Nash equilibria for discrete-time risk-sensitive mean-field games
- Controlled Markov decision processes with AVaR criteria for unbounded costs
- A note on negative dynamic programming for risk-sensitive control
- Risk-averse dynamic programming for Markov decision processes
- scientific article; zbMATH DE number 7370555 (Why is no real title available?)
- Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
- Markov decision problems where means bound variances
- Continuous-time Markov decision processes with exponential utility
- Mean-variance criteria in an undiscounted Markov decision process
- Risk-sensitive dynamic market share attraction games
- A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime
- The exponential utility optimality for infinite horizon semi-Markov decision processes
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