Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes
Year of publication: |
2013
|
---|---|
Authors: | Sladký, Karel |
Published in: |
Czech Economic Review. - Institut ekonomických studií, ISSN 1802-4696. - Vol. 7.2013, 3, p. 146-161
|
Publisher: |
Institut ekonomických studií |
Subject: | Discrete-time Markov decision chains | exponential utility functions | certainty equivalent | mean-variance optimality | connections between risk-sensitive and risk-neutral models |
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