Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

DOI10.1137/22M1476757OpenAlexW4318821274MaRDI QIDQ5883144

Qingda Wei, Xian Chen

Publication date: 29 March 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1476757

zbMATH Keywords

Markov decision processesoptimal policiespolicy iteration algorithmrisk-sensitive average cost criterion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Cites Work

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