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Discounted MDP’s: Distribution Functions and Exponential Utility Maximization - MaRDI portal

Discounted MDP’s: Distribution Functions and Exponential Utility Maximization (Q3754453)

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Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
scientific article

    Statements

    title
    Discounted MDP’s: Distribution Functions and Exponential Utility Maximization (English)
    0 references
    DOI
    10.1137/0325004
    0 references
    author
    Matthew J. Sobel
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    Kun-Jen Chung
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    publication date
    1987
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    zbMATH DE Number
    4001892
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    zbMATH Keywords
    discrete-time Markov process
    0 references
    fixed point
    0 references
    OpenAlex ID
    W1992154527
    0 references
     
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