Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards

DOI10.4064/am-27-2-167-185zbMath1006.93070OpenAlexW85646609MaRDI QIDQ4522998

Raúl Montes-De-oca, Rolando Cavazos-Cadena

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219265

Mathematics Subject Classification ID

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

Related Items (6)

On risk-sensitive piecewise deterministic Markov decision processes ⋮ Continuous-Time Markov Decision Processes with Exponential Utility ⋮ First Passage Exponential Optimality Problem for Semi-Markov Decision Processes ⋮ A note on negative dynamic programming for risk-sensitive control ⋮ Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates ⋮ Unnamed Item

This page was built for publication: Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards