Xian Chen, Qingda Wei. Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes. SIAM J. Control and Optimization, 61(1):72-104, February 2023. [doi]
@article{ChenW23-3,
title = {Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes},
author = {Xian Chen and Qingda Wei},
year = {2023},
month = {February},
doi = {10.1137/22m1476757},
url = {https://doi.org/10.1137/22m1476757},
researchr = {https://researchr.org/publication/ChenW23-3},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {61},
number = {1},
pages = {72-104},
}