Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
type: Item
instance of: scholarly article
title: Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
zbMATH Open document ID: 0936.93052
DOI: 10.1016/S0005-1098(98)00153-8
author: Stefano P. Coraluppi
author: Steven I. Marcus
published in: Automatica
publication date: 1999-12-05T00:00:00Z
review text: This paper analyzes a connection between risk-sensitive and minimax criteria for discrete-time, finite state Markovian decision processes. The authors show dynamic programming for both criteria and synthesized optimal policies. Moreover, they formulate optimal risk-sensitive and minimax decision-making, in a general setting, which leads to stationary discounted optimal policies on the infinite horizon.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 1325696
zbMATH Keywords: risk-sensitive control
zbMATH Keywords: minimax control
zbMATH Keywords: discrete-time, finite state Markovian decision processes
zbMATH Keywords: dynamic programming
zbMATH Keywords: optimal policies
zbMATH Keywords: minimax decision-making
reviewed by: Makiko Nisio
MaRDI profile type: Publication
full work available at URL: s0005-1098(98)00153-8
OpenAlex ID: W2060248504
description: scientific article; zbMATH DE number 1325696