Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost

Vivek S. Borkar, Sean P. Meyn. Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost. Math. Oper. Res., 27(1):192-209, 2002. [doi]

Authors

Vivek S. Borkar

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Sean P. Meyn

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