A note on a new class of recursive utilities in Markov decision processes (Q4595453)
From MaRDI portal
scientific article; zbMATH DE number 6814186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a new class of recursive utilities in Markov decision processes |
scientific article; zbMATH DE number 6814186 |
Statements
A note on a new class of recursive utilities in Markov decision processes (English)
0 references
30 November 2017
0 references
Borel space
0 references
dynamic programming
0 references
optimal policy
0 references
entropic risk measure
0 references
certainty equivalent
0 references
