Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes
D. Hernández-Hernández, S. I. MarcusVolume:
40
Langue:
english
Pages:
13
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s002459900126
Date:
December, 1999
Fichier:
PDF, 85 KB
english, 1999