Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681)
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scientific article; zbMATH DE number 7179866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains |
scientific article; zbMATH DE number 7179866 |
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Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (English)
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12 March 2020
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Collatz-Wielandt relation
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hitting time
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exponential utility
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risk-averse controller
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certainty equivalent
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total relative cost
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strict optimality inequality
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