Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space
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DOI: 10.1007/s10957-021-01968-y
Abstract: This work concerns with semi-Markov decision chains evolving on a finite state space. The controller has a positive and constant risk sensitivity coefficient, and the performance of a control policy is measured by the risk-sensitive… read more here.
Keywords: markov decision; finite state; risk sensitive; semi markov ... See more keywords