Long-Run Risk-Sensitive Impulse Control.
Damian JelitoMarcin PiteraLukasz StettnerPublished in: SIAM J. Control. Optim. (2020)
Keyphrases
- long run
- risk sensitive
- control policy
- average cost
- optimal control
- control policies
- short run
- optimal policy
- markov decision processes
- infinite horizon
- expected cost
- utility function
- control strategy
- queueing networks
- control system
- control strategies
- model free
- state space
- decision problems
- decision makers
- average reward
- objective function
- machine learning