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~isPartOf:"Computational Statistics"
~isPartOf:"Management Science"
~person:"Cavazos-Cadena, Rolando"
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AMS Subject Classifications. Primary
1
Arrival time
1
Closed set
1
Constant average cost
1
Controlled Markov chains
1
Convergence of the value iteration approximations
1
Key words: Successive approximations
1
Markov decision processes
1
Multiplicative optimality equation
1
Optimality Equation
1
Schweitzer's Transformation
1
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Strong simultaneous Doeblin condition
1
bounded solutions to the risk-sensitive optimality equation
1
constant average cost
1
constant risk sensitivity
1
exponential utility function
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simultaneous Doeblin condition
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Cavazos-Cadena, Rolando
Hernández-Lerma, Onésimo
4
Nowak, Andrzej S.
4
Guo, Xianping
3
Prieto-Rumeau, Tomás
3
Bigi, Giancarlo
2
Hordijk, Arie
2
Jahn, Johannes
2
Jaśkiewicz, Anna
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Miettinen, Kaisa
2
Wanka, Gert
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Yushkevich, Alexander A.
2
Andreani, R.
1
Andreani, Roberto
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Anily, S.
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Bard, Jonathan F.
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Boţ, Radu-Ioan
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Castellani, Marco
1
Chen, Guang Ya
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Crespi, Giovanni
1
Day, Robert W.
1
Dunder, C.
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Dür, Mirjam
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Ehrgott, Matthias
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Ehtamo, Harri
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Ernst, Lawrence R.
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Esogbue, Augustine
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Federgruen, A.
1
Fernández-Gaucherand, Emmanuel
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Flesch, J.
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Flores-Bazán, Fabián
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Gajrat, S.
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Ginchev, Ivan
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Groenevelt, Robin
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Göhler, Lars
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Gönül, Füsun
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Hager, William W.
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Hartikainen, Markus
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Computational Statistics
Management Science
Mathematical Methods of Operations Research
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1
Solutions of the average cost
optimality
equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Computational Statistics
70
(
2009
)
3
,
pp. 541-566
-sensitive
optimality
equation for arbitrary cost function is characterized in terms of communication properties of the transition law …
Persistent link: https://www.econbiz.de/10010759540
Saved in:
2
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
;
Cavazos-Cadena, Rolando
- In:
Computational Statistics
56
(
2002
)
2
,
pp. 181-196
the
optimality
equation has a solution, it is shown that a nearly optimal stationary policy, as well as an approximation …
Persistent link: https://www.econbiz.de/10010759438
Saved in:
3
Controlled Markov chains with risk-sensitive criteria: Average cost,
optimality
equations, and optimal solutions
Cavazos-Cadena, Rolando
;
Fernández-Gaucherand, Emmanuel
- In:
Computational Statistics
49
(
1999
)
2
,
pp. 299-324
follows: If the constant risk-sensitivity coefficient is small enough, then an associated
optimality
equation has a bounded …
Persistent link: https://www.econbiz.de/10010759565
Saved in:
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