Risk-sensitive stopping problems for continuous-time Markov chains (Q5085843)
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scientific article; zbMATH DE number 7550691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive stopping problems for continuous-time Markov chains |
scientific article; zbMATH DE number 7550691 |
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Risk-sensitive stopping problems for continuous-time Markov chains (English)
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30 June 2022
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Markov decision problem
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risk-aversion
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certainty equivalent
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exponential utility
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