Risk-sensitivity vanishing limit for controlled Markov processes
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Publication:6186677
DOI10.1007/s10883-023-09641-5OpenAlexW4360979122MaRDI QIDQ6186677
Publication date: 9 January 2024
Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10883-023-09641-5
Markov decision processesvariational formulapartially observable Markov decision processKreĭn-Rutman theoremrisk-sensitive reward
Stochastic systems and control (93E99) Markov and semi-Markov decision processes (90C40) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10) Limit theorems in probability theory (60F99)
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