Additive valuations of streams of payoffs that satisfy the time value of money principle: A characterization and robust optimization
刻画了满足货币时间价值原则和加性性质的有界无限收益流偏好，并基于此提出对偏好微小误差鲁棒的优化概念，证明有限马尔可夫决策过程的可行收益流集存在此类鲁棒优化。
This paper characterizes those preferences over bounded infinite utility streams that satisfy the time value of money principle and an additivity property, and the subset of these preferences that, in addition, are either impatient or patient. Based on this characterization, the paper introduces a concept of optimization that is robust to a small imprecision in the specification of the preference, and proves that the set of feasible streams of payoffs of a finite Markov decision process admits such a robust optimization.