Controlled semi-Markov chains with risk-sensitive average cost criterion
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Publication:306415
DOI10.1007/s10957-016-0916-zzbMath1346.90799OpenAlexW2296253865MaRDI QIDQ306415
Hugo Cruz-Suárez, Selene Chávez-Rodríguez, Rolando Cavazos-Cadena
Publication date: 31 August 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0916-z
certainty equivalentrisk-sensitive controlexponential utilitycommunicating underlying chainlight tails
Discrete-time Markov processes on general state spaces (60J05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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Cites Work
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