A note on a new class of recursive utilities in Markov decision processes,
2017,
Hubert Asienkiewicz , Anna Jaśkiewicz ,
Applicationes Mathematicae, Vol. 44, 149--161, ISSN: 1233-7234, eISSN: 1730-6280,
bibliogr.
summ.
Słowa kluczowe: Borel space, certainty equivalent, dynamic programming, entropic risk measure, optimal policy
Kod: CZR-WYKAZ
BibTeX
(pkt. 14)
DOI: 10.4064/am2317-1-2017