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Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando - In: Mathematics of operations research 43 (2018) 3, pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
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The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
Cavazos-Cadena, Rolando; Montes-De-Oca, Raul - In: Mathematics of operations research 28 (2003) 4, pp. 752-776
Persistent link: https://www.econbiz.de/10006417856
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A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets
Cavazos-Cadena, Rolando; Feinberg, Eugene A.; … - In: Mathematics of operations research 25 (2000) 4, pp. 657-666
Persistent link: https://www.econbiz.de/10006419006
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Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel - In: Mathematics of operations research 36 (2011) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10008885695
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Discounted approximations for risk-sensitive average criteria in markov decision chains with finite state space
Cavazos-Cadena, Rolando; Hernández Hernández, Daniel - In: Mathematics of operations research 36 (2011) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10009007257
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A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function
Cavazos-Cadena, Rolando; Hernández Hernández, Daniel - In: Mathematics of operations research 41 (2016) 1, pp. 224-235
Persistent link: https://www.econbiz.de/10011448358