Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity |
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Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (English)
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10 July 2015
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risk-sensitive optimality equation
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discounted approach
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uniformly bounded solutions to the optimality equation
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jensen's inequality
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stopping times
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transient states
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continuity at risk-neutrality
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