Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion (Q4548935)
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scientific article; zbMATH DE number 1789632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion |
scientific article; zbMATH DE number 1789632 |
Statements
Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion (English)
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27 August 2002
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Markov decision processes
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risk-sensitive optimality
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stationary policy
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utility function
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structural stability
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ergodic class
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invariant distribution
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