A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817)
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scientific article; zbMATH DE number 6692819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Poisson equation for the risk-sensitive average cost in semi-Markov chains |
scientific article; zbMATH DE number 6692819 |
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A Poisson equation for the risk-sensitive average cost in semi-Markov chains (English)
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8 March 2017
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exponential utility
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stopping time
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non-linear certainty-equivalent
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communicating underlying chain
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