scientific article; zbMATH DE number 960926

MaRDI QIDQ5689158zbMATH OpenFDO

Authors Yoshinobu Kadota, Masami Kurano, Masami Yasuda

Publication date 20 February 1997

zbMATH Keywords

discounted Markov decision processesrisk premium

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Individual preferences (91B08)

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