More Risk-Sensitive Markov Decision Processes
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Publication:5169695
DOI10.1287/moor.2013.0601zbMath1291.90289OpenAlexW2160769068MaRDI QIDQ5169695
Publication date: 11 July 2014
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://publikationen.bibliothek.kit.edu/1000039663/3282526
certainty equivalentvalue iterationexponential utilityMarkov decision problempolicy improvementrisk-sensitive average costpositive homogeneous utility
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