Contractive approximations in average Markov decision chains driven by a risk-seeking controller
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Cites work
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- A discounted approach in communicating average Markov decision chains under risk-aversion
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- Risk-sensitive capacity control in revenue management
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
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- Zero-sum risk-sensitive stochastic games on a countable state space
Cited in
(3)- Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
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