Risk-Sensitive Average Optimality in Markov Decision Chains.
Karel SladkýRaúl Montes-de-OcaPublished in: OR (2007)
Keyphrases
- markov decision chains
- average cost
- risk sensitive
- markov decision processes
- long run
- optimal control
- finite number
- finite state
- optimal policy
- infinite horizon
- multistage
- linear program
- linear programming
- finite horizon
- total cost
- markov decision problems
- optimality criterion
- utility function
- control policy
- model free
- state space
- markov chain
- dynamic programming
- markov decision process
- partially observable
- machine learning
- np hard