Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Year of publication: |
2020
|
---|---|
Authors: | Blancas-Rivera, Rubén ; Cavazos-Cadena, Rolando ; Cruz-Suárez, Hugo |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 91.2020, 2, p. 241-268
|
Subject: | Exponential utility | Certainty equivalent | Vanishing discount method | Largest discounted cost from a given state | Uniform discounted approximations | Theorie | Theory | Diskontierung | Discounting | Markov-Kette | Markov chain | Soziale Diskontrate | Social discount rate | Intertemporale Entscheidung | Intertemporal choice | Rabatt | Rebate |
-
Influencing decision making through discounting functions
Devi, Suprava, (2021)
-
Karp, Larry S., (2015)
-
Gan, Yiqun, (2015)
- More ...
-
Contractive approximations in average Markov decision chains driven by a risk-seeking controller
Portillo-Ramírez, Gustavo, (2023)
-
Cavazos-Cadena, Rolando, (2002)
-
Cavazos-Cadena, Rolando, (2002)
- More ...