More Risk-Sensitive Markov Decision Processes

Erstveröffentlichung

2014

Authors

Baeuerle, Nicole

Rieder, Ulrich

Wissenschaftlicher Artikel

Published in

Mathematics of Operations Research [English] ; 39 (2014), 1. - S. 105-120. - ISSN 0364-765X. - eISSN 1526-5471

Link to publication

https://dx.doi.org/10.1287/moor.2013.0601

Faculties

Fakultät für Mathematik und Wirtschaftswissenschaften

Institutions

Institut für Optimierung und Operations Research

Subject headings

[Free subject headings]: Markov decision problem | certainty equivalent | positive homogeneous utility | exponential utility | value iteration | policy improvement | risk-sensitive average cost | DISCRETE-TIME | UTILITY | STATE | OPTIMIZATION | MANAGEMENT | OPTIMALITY | CRITERION | POLICIES | HORIZON | CHAINS
[DDC subject group]: DDC 510 / Mathematics

Metadata

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