A discount vanishing approximation for Markov decision processes with risk sensitivity

Stochastic systems and control (93E99) Markov and semi-Markov decision processes (90C40) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

Cites Work

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More Risk-Sensitive Markov Decision Processes
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
Risk-Sensitive Markov Decision Processes
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost

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