Approximate solutions to constrained risk-sensitive Markov decision processes

DOI10.1016/j.ejor.2023.02.039arXiv2209.14963OpenAlexW4323923317MaRDI QIDQ6113325

Uday M. Kumar, Veeraruna Kavitha, Sanjay P. Bhat, Nandyala Hemachandra

Publication date: 11 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.14963

zbMATH Keywords

controlexponential utilityrisk-sensitiveMarkov decision processes (MDP)constrained MDP

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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