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D. Hernndez-Hernndez
Information about the author D. Hernndez-Hernndez will soon be added to the site.
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2 papers
in total
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Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
2002
This note concerns Markov decision chains with finite state and action sets. The...
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
1999
In this paper we extend standard dynamic programming results for the risk sensitive...
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