"308124" . . . "P(GA402/07/1113), P(GA402/08/0107), Z(AV0Z10750506)" . . . "Augsburg" . "RIV/67985556:_____/09:00326474!RIV10-AV0-67985556" . . "6"^^ . . "Constrained Risk-Sensitive Markov Decision Chains" . "RIV/67985556:_____/09:00326474" . . "Constrained Risk-Sensitive Markov Decision Chains"@en . . "Berlin" . . "For a classical Markov decision chain we suppose that the streams of transition rewards are evaluated by an exponential utility function. Attention is focused on the asymptotic properties of the expected utility and the corresponding certainty equivalents if the optimal values considered with respect to transition rewards must fulfill certain additional constraint on the expected utility or the certainty equivalent generated by different transition rewards. Our analysis is based policy iterations applied on a collection of nonnegative matrices arising in the recursive formulas for the growth of expected utilities."@en . "Sladk\u00FD, Karel" . . . "Constrained Risk-Sensitive Markov Decision Chains"@en . . . "Springer-Verlag" . "978-3-642-00141-3" . "2008-09-03+02:00"^^ . . "Markov decision chains; exponential utility functions; constraints"@en . . "1"^^ . "1"^^ . . "Operations Research Proceedings 2008" . "[2EBCA9285FC2]" . "Constrained Risk-Sensitive Markov Decision Chains" . . . . "For a classical Markov decision chain we suppose that the streams of transition rewards are evaluated by an exponential utility function. Attention is focused on the asymptotic properties of the expected utility and the corresponding certainty equivalents if the optimal values considered with respect to transition rewards must fulfill certain additional constraint on the expected utility or the certainty equivalent generated by different transition rewards. Our analysis is based policy iterations applied on a collection of nonnegative matrices arising in the recursive formulas for the growth of expected utilities." .