Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
type: Item
instance of: scholarly article
title: Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
zbMATH Open document ID: 1023.90076
author: Rolando Cavazos-Cadena
published in: Mathematical Methods of Operations Research
publication date: 2003-06-26T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 1940725
zbMATH Keywords: exponential utility function
zbMATH Keywords: constant risk sensitivity
zbMATH Keywords: constant average cost
zbMATH Keywords: weak communication condition
zbMATH Keywords: contractive operator
MaRDI profile type: Publication
full work available at URL: s001860200256
OpenAlex ID: W2015035063
DOI: 10.1007/S001860200256
description: scientific article; zbMATH DE number 1940725