Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
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Publication:2073053
DOI10.1007/s10957-021-01968-yzbMath1484.90134OpenAlexW3216813880MaRDI QIDQ2073053
Rolando Cavazos-Cadena, Carlos Camilo-Garay, Hugo Cruz-Suárez
Publication date: 27 January 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-021-01968-y
certainty equivalentvanishing discount approachexponential utility functionbiparametric contractive operatorbounded sojourn timestube lemma
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