Controlled Markov chains with exponential risk-sensitive criteria: Modularity, structured policies and applications
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stochastic systems. Starting in the early 1950's with the work of R. Bellman, many basic contributions to CMC's have been made, and numerous applications to engineering, operation research,...
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| Language: | en_US |
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The University of Arizona.
1999
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| Online Access: | http://hdl.handle.net/10150/289049 |