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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 96, 2024 - Issue 1
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Research Article

Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces

Xin GuoSchool of Science, Sun Yat-sen University, Guangzhou, People's Republic of ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-6523-0339View further author information
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Pages 649-666 | Received 22 May 2023, Accepted 31 Jan 2024, Published online: 12 Mar 2024

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