Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. (Q1403168)
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scientific article; zbMATH DE number 1972733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. |
scientific article; zbMATH DE number 1972733 |
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Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. (English)
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2000
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utility function
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constant risk-sensitivity
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discounted dynamic programming operator
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risk-sensitive expected-total reward
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Ornstein's theorem
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risk-aversion
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0.9104052
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0.89160925
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0.8896572
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0.8854863
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