Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach

DOI10.1007/s001860200229zbMath1040.93070OpenAlexW2083601047MaRDI QIDQ1812296

Rolando Cavazos-Cadena, Daniel Hernández-Hernández

Publication date: 23 June 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200229

zbMATH Keywords

vanishing discount approachrisk sensitive controlexistence resultMarkov decision chainscontractive operator

Mathematics Subject Classification ID

(H^infty)-control (93B36) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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