A note on negative dynamic programming for risk-sensitive control
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Publication:957337
DOI10.1016/j.orl.2008.03.003zbMath1210.90171OpenAlexW2124480392MaRDI QIDQ957337
Publication date: 27 November 2008
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2008.03.003
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Cites Work
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- A Utility Criterion for Markov Decision Processes
- Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
- Risk Aversion in the Small and in the Large
- Discounted Dynamic Programming
- Negative Dynamic Programming
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