Discounted approximations for risk-sensitive average criteria in markov decision chains with finite state space
Rolando Cavazos-Cadena; Daniel Hernández-Hernández
| Year of publication: |
2011
|
|---|---|
| Authors: | Cavazos-Cadena, Rolando ; Hernández Hernández, Daniel |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 36.2011, 1, p. 133-146
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009007257