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    Ecuaciones de optimalidad para el criterio del costo promedio sensible al riesgo en procesos de decisión markovianos sobre un espacio finito by Alanís Durán, Alfredo

    Published 2013
    “…The approach used to obtain the main conclusions relies on the discounted method which, roughly, consists in using a family of contractive operators whose fixed points are used to approximate the optimal average index, to partition the state space in a family of equivalence classes, to determine a class of admissible actions at each state, and to construct a solution of a ‘reduced’ optimality equation on each equivalence class; the presentation of these results is based on the recent paper Alanís Durán and Cavazos-Cadena (2012). Finally, the exposition concludes in Chapter 5 with a retrospective view of the material presented in this work, and with the statement of two open problems concerning the extension of some of the conclusions in this work to models with denumerable state space.…”
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