Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

Rolando Cavazos-Cadena, Daniel Hernández-Hernández. Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space. Math. Oper. Res., 36(1):133-146, 2011. [doi]

Abstract

Abstract is missing.