Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

Rolando Cavazos-Cadena, Emmanuel Fernández-Gaucherand. Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions. Math. Meth. of OR, 49(2):299-324, 1999. [doi]

Abstract

Abstract is missing.