Normalized Markov Decision Chains I; Sensitive Discount Optimality.

Uriel G. Rothblum

Published in: Oper. Res. (1975)

Keyphrases

markov decision chains
average cost
markov decision processes
long run
risk sensitive
finite state
finite number
linear programming
infinite horizon
finite horizon
optimality criterion
total cost
optimal control
linear program
optimal policy
optimal solution
markov chain
information theory
utility function