Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains.
Rolando Cavazos-CadenaPublished in: Math. Oper. Res. (2018)
Keyphrases
- markov decision chains
- average cost
- risk sensitive
- optimal control
- markov decision processes
- long run
- finite number
- optimality criterion
- finite state
- dynamic programming
- multistage
- optimal policy
- linear programming
- utility function
- infinite horizon
- total cost
- finite horizon
- initial state
- control policies
- control strategy
- control policy
- linear program
- reinforcement learning
- decision making
- real time
- markov chain
- graphical models
- model free
- expected utility
- special case
- machine learning