Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains |
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Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (English)
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19 March 2010
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first arrival time
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stopping problem with total cost index
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relative value function
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constant average cost
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stochastic matrix associated with a multiplicative Poisson equation
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