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]

Authors

Rolando Cavazos-Cadena

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Emmanuel Fernández-Gaucherand

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