scientific article; zbMATH DE number 939795

MaRDI QIDQ4714003zbMATH OpenFDO

Authors Peter Whittle

Publication date 3 December 1996

zbMATH Keywords

discounted cost functionrisk-sensitivity

Mathematics Subject Classification ID

Utility theory (91B16) Optimal stochastic control (93E20)

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• Analysis of the discounting coefficient in a gas-field model
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• Simulating Discounted Costs
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• Persistently optimal policies in stochastic dynamic programming with generalized discounting
• RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING
• On terminating Markov decision processes with a risk-averse objective function

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