Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space : an alternative approach
Year of publication: |
2002
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Authors: | Cavazos-Cadena, Rolando ; Hernández-Hernández, Daniel |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 56.2002, 3, p. 473-479
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Subject: | Markov-Kette | Markov chain | Risikoaversion | Risk aversion | Theorie | Theory |
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