Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999)
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scientific article; zbMATH DE number 7163643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion |
scientific article; zbMATH DE number 7163643 |
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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (English)
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5 February 2020
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exponential utility
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certainty equivalent
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vanishing discount method
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Hölder's inequality
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convex function
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