Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Gustavo Portillo-Ramírez, Rolando Cavazos-Cadena, Hugo Cruz-Suárez
| Year of publication: |
2023
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|---|---|
| Authors: | Portillo-Ramírez, Gustavo ; Cavazos-Cadena, Rolando ; Cruz-Suárez, Hugo |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 98.2023, 1, p. 75-91
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| Subject: | Contractive operator | Exponential utility | Fixed point | Hölder's inequality | Risk-lover decision maker | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-023-00825-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014334626