A UTILITY DEVIATION IN DISCOUNTED MARKOV DECISION PROCESSES WITH GENERAL UTILITY
A UTILITY DEVIATION IN DISCOUNTED MARKOV DECISION PROCESSES WITH GENERAL UTILITY
复制标题
具有一般效用的贴现马尔可夫决策过程中的效用偏差
DOI：
10.5109/13455
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发表时间：
1996
期刊：
影响因子：
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通讯作者：
U. Rothblum
中科院分区：
文献类型：
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作者：
E. Denardo;U. Rothblum
在折扣马尔可夫决策过程的框架下研究了效用处理问题。我们将定义一个新的指标，称为效用偏离相关的风险溢价，这是其特征在于一个迭代的穆拉。在二次的情况下和指数效用的情况下给出的例子。
A utility treatment is studied in the framework of discounted Markov decision processes. We will define a new index called a utility deviation related to the risk premium, which is characterized by an iterative for mula. Examples are given in the quadratic case and the exponential utility case.