Ecuaciones de optimalidad para el criterio del costo promedio sensible al riesgo en procesos de decisión markovianos sobre un espacio finito
This work concerns Markov decision chains endowed with the risk-sensitive average cost criterion, and the main goals are to characterize the optimal value function and to determine an optimal stationary policy. The exposition begins in Chapter 1 where the notion of Markov decision chain is introduce...
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| Format: | Tesis |
| Language: | Spanish / Castilian |
| Published: |
2013
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| Online Access: | http://eprints.uanl.mx/3204/1/1080256850.pdf |