Risk-sensitive average optimality in Markov decision processes

DOI10.14736/KYB-2018-6-1218zbMath1449.90355OpenAlexW2907469180MaRDI QIDQ3120386

Karel Sladký

Publication date: 1 March 2019

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/147606

zbMATH Keywords

asymptotic behaviorfinite state spacecontrolled Markov processesrisk-sensitive average optimality

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Contractive approximations in average Markov decision chains driven by a risk-seeking controller ⋮ Discounted approximations in risk-sensitive average Markov cost chains with finite state space ⋮ Average criteria in denumerable semi-Markov decision chains under risk-aversion ⋮ A discounted approach in communicating average Markov decision chains under risk-aversion ⋮ Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space ⋮ Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates

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