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Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space |
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| Authors: | Camilo-Garay Carlos Cavazos-Cadena Rolando Cruz-Suárez Hugo |
| Affiliation: | 1.Facultad de Ciencias Físico-Matemáticas, Benemérita Universidad Autónoma de Puebla, Puebla, PUE, Mexico ;2.Departamento de Estadística y Cálculo, Universidad Autónoma Agraria Antonio Narro, Saltillo, COAH, Mexico ; |
| Abstract: | Journal of Optimization Theory and Applications - This work concerns with semi-Markov decision chains evolving on a finite state space. The controller has a positive and constant risk sensitivity... |
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