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Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space

JOURNAL ARTICLE published April 2009 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Risk-sensitive probability for Markov chains

JOURNAL ARTICLE published May 2005 in Systems & Control Letters

Authors: Vahid Reza Ramezani | Steven I. Marcus

Stability of Markov chains on topological spaces with applications to adaptive control and time series analysis

BOOK CHAPTER published in Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control

Authors: Sean P. Meyn

Implementation Issues for Markov Decision Processes

BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications

Authors: Armand M. Makowski | Adam Shwartz

Risk-sensitive Preview Tracking Control of Stochastic Systems

JOURNAL ARTICLE published 5 May 2007 in Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

Authors: Yuichi Sawada

Stochastic Game Theory Approach to Solve System Safety and Reliability Decision-Making Problem Under Uncertainty

BOOK CHAPTER published 2022 in Advanced Decision-Making Methods and Applications in System Safety and Reliability Problems

Authors: He Li | Mohammad Yazdi

Robust Adaptive Control Design for Nonlinear Systems with Uncertainty Based on Backstepping Method

JOURNAL ARTICLE published 5 May 2002 in Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

Authors: Chiharu Ishii | Tielong Shen

Stochastic Stability and Drift Criteria for Markov Chains in Networked Control

BOOK CHAPTER published 2013 in Stochastic Networked Control Systems

Authors: Serdar Yüksel | Tamer Başar

Risk-Sensitive Control for Sampled-Data Systems

JOURNAL ARTICLE published 5 May 1998 in Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

Authors: Jun Yoneyama

Duality between large deviation control and risk-sensitive control for Markov decision processes

JOURNAL ARTICLE published April 2023 in Systems & Control Letters

Authors: Yanan Dai | Jinwen Chen

Applications of Stochastic Differential Game Theory for Markov Jump Linear Systems to Finance and Insurance

BOOK CHAPTER published 2017 in Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Authors: Cheng-ke Zhang | Huai-nian Zhu | Hai-ying Zhou | Ning Bin

Ergodic Type Bellman Equations of Risk-Sensitive Control

JOURNAL ARTICLE published 5 May 2000 in Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

Authors: Kaise Hidehiro | Hideo Nagai

Policy improvement algorithm for continuous time Markov decision processes with switching costs

BOOK CHAPTER published in Stochastic Control Theory and Stochastic Differential Systems

Authors: Bharat Doshi

Controllable Markov Chains

BOOK CHAPTER published 2024 in Optimization and Games for Controllable Markov Chains

Authors: Julio B. Clempner | Alexander Poznyak

Partially Observable Markov Chains

BOOK CHAPTER published 2024 in Optimization and Games for Controllable Markov Chains

Authors: Julio B. Clempner | Alexander Poznyak

Continuous-Time Markov Chains

BOOK CHAPTER published 2024 in Optimization and Games for Controllable Markov Chains

Authors: Julio B. Clempner | Alexander Poznyak

Game Theory Approach to Stochastic H2/H∞ Control of Markov Jump Singular Systems

BOOK CHAPTER published 2017 in Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Authors: Cheng-ke Zhang | Huai-nian Zhu | Hai-ying Zhou | Ning Bin

Approximation of Infinite Horizon Discounted Cost Markov Decision Processes

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

Authors: François Dufour | Tomás Prieto-Rumeau

Stochastic Differential Game of Stochastic Markov Jump Singular Systems

BOOK CHAPTER published 2017 in Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Authors: Cheng-ke Zhang | Huai-nian Zhu | Hai-ying Zhou | Ning Bin

Optimal Control of Jump-Markov Processes and Viscosity Solutions

BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications

Authors: Halil Mete Soner