Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Rolando Cavazos-Cadena
| Year of publication: |
August 2018
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|---|---|
| Authors: | Cavazos-Cadena, Rolando |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 3, p. 1025-1050
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| Subject: | Collatz-Wielandt relation | hitting time | exponential utility | risk-averse controller | certainty equivalent | total relative cost | strict optimality inequality | Theorie | Theory | Risikoaversion | Risk aversion | Markov-Kette | Markov chain | Entscheidung | Decision | Nutzenfunktion | Utility function | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2017.0893 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011914392