Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel - In: Mathematical Methods of Operations Research 49 (1999) 2, pp. 299-324
-sensitive average cost criterion, associated to an exponential utility function with a constant risk sensitivity coefficient, is used as … follows: If the constant risk-sensitivity coefficient is small enough, then an associated optimality equation has a bounded … general, for large enough values of the risk-sensitivity coefficient. Our results therefore disprove previous claims on this …