论文信息 - A UTILITY DEVIATION IN DISCOUNTED MARKOV DECISION PROCESSES WITH GENERAL UTILITY

A UTILITY DEVIATION IN DISCOUNTED MARKOV DECISION PROCESSES WITH GENERAL UTILITY

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.

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