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Publication:2893935
zbMath1243.93127MaRDI QIDQ2893935
Rolando Cavazos-Cadena, Alfredo Alanís-Durán
Publication date: 26 June 2012
Full work available at URL: https://eudml.org/doc/247175
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
equality of superior and inferior limit risk-averse average criterianonconstant optimal average costpartition of the state space
Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Optimality conditions for problems involving randomness (49K45)
Related Items (8)
Controlled semi-Markov chains with risk-sensitive average cost criterion ⋮ Local Poisson equations associated with discrete-time Markov control processes ⋮ Discounted approximations in risk-sensitive average Markov cost chains with finite state space ⋮ Average criteria in denumerable semi-Markov decision chains under risk-aversion ⋮ Markov decision processes under risk sensitivity: a discount vanishing approach ⋮ A Poisson equation for the risk-sensitive average cost in semi-Markov chains ⋮ A discounted approach in communicating average Markov decision chains under risk-aversion ⋮ Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
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