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On the Convergence of Modified Policy Iteration in Risk-Sensitive Exponential Cost Markov Decision Processes.

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Title: On the Convergence of Modified Policy Iteration in Risk-Sensitive Exponential Cost Markov Decision Processes.
Authors: Murthy, Yashaswini1 (AUTHOR) ymurthy@caltech.edu, Moharrami, Mehrdad2 (AUTHOR) moharami@uiowa.edu, Srikant, Rayadurgam3 (AUTHOR) rsrikant@illinois.edu
Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1425-1436. 12p.
Database: Business Source Ultimate
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      – Type: doi
        Value: 10.1287/opre.2024.0818
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      – Code: eng
        Text: English
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        StartPage: 1425
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      – TitleFull: On the Convergence of Modified Policy Iteration in Risk-Sensitive Exponential Cost Markov Decision Processes.
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            NameFull: Moharrami, Mehrdad
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              Text: May/Jun2026
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