Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-019-00689-3.pdf
Reference28 articles.
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3. Ash RB (1972) Real analysis and probability. Academic Press, New York
4. Balaji S, Meyn SP (2000) Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stoch Proc Appl 90(1):123–144. https://doi.org/10.1016/S0304-4149(00)00032-6
5. Bäuerle N, Rieder U (2011) Markov decision processes with applications to finance. Springer, New York
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