Long run stochastic control problems with general discounting
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Publication:6128747
DOI10.1007/s00245-024-10118-5arXiv2306.14224OpenAlexW4393196896MaRDI QIDQ6128747
Publication date: 16 April 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2306.14224
Markov decision processesgeneral discounting average reward per unit time problemlong run risk sensitive problem
Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)