Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
DOI10.1137/24M1671335MaRDI QIDQ6652399
Marcin Pitera, Łukasz Stettner, Nicole Bäuerle
Publication date: 12 December 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
risk-sensitive stochastic controlMarkov decision process (MDP)vanishing discountlong time horizonblackwell optimalityentropic utilityspan-contraction approach
Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Transition functions, generators and resolvents (60J35)
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