Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981)
From MaRDI portal
scientific article; zbMATH DE number 7808674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller |
scientific article; zbMATH DE number 7808674 |
Statements
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (English)
0 references
23 February 2024
0 references
risk-Lover controller
0 references
exponential utility
0 references
optimality inequality
0 references
extended Collatz-Wielandt formula
0 references
optional sampling theorem
0 references
truncated cost function
0 references
0 references
0 references
