Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
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Publication:5704070
DOI10.1287/moor.27.1.192.334zbMath1082.90577OpenAlexW2086304253MaRDI QIDQ5704070
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.27.1.192.334
Dynamic programming in optimal control and differential games (49L20) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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