scientific article; zbMATH DE number 7590041

zbMath1498.91186MaRDI QIDQ5866651

Julio Saucedo-Zul, Manuel Torres-Gomar

Publication date: 22 September 2022

Full work available at URL: https://scientia.mat.utfsm.cl/archivos/vol31/6.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risk aversionoptimal stationary policyrisk attractionrisk-neutral optimality equationsuperior and inferior average cost criteria

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Markov decision processes with applications to finance.
• Adaptive Markov control processes
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Risk-Sensitive Markov Decision Processes

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