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Average optimality for risk-sensitive control with general state space JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability |
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Finite state multi-armed bandit problems: sensitive-discount, average-reward and average-overtaking optimality JOURNAL ARTICLE published 1 August 1996 in The Annals of Applied Probability |
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A note on risk-sensitive control of invariant models JOURNAL ARTICLE published November 2007 in Systems & Control Letters |
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Risk-Sensitive Average Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
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Sensitive Discount Optimality in Controlled One-Dimensional Diffusions JOURNAL ARTICLE published 1 June 1974 in The Annals of Probability |
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Average Optimality in Dynamic Programming with General State Space JOURNAL ARTICLE published February 1993 in Mathematics of Operations Research |
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Risk-sensitive average optimality in Markov decision processes JOURNAL ARTICLE published 28 December 2018 in Kybernetika |
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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space JOURNAL ARTICLE published 1 May 2003 in Mathematical Methods of Operations Research (ZOR) |
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Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308) |
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Average optimality for continuous-time Markov decision processes in Polish spaces JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability |
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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
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Renewal Theory for Functionals of a Markov Chain with General State Space JOURNAL ARTICLE published 1 June 1974 in The Annals of Probability |
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On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002. |
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Risk sensitive control of pure jump processes on a general state space JOURNAL ARTICLE published 17 February 2019 in Stochastics |
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Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space JOURNAL ARTICLE published 1 February 2004 in The Annals of Applied Probability |
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Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
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Risk-sensitive control for a class of diffusions with jumps JOURNAL ARTICLE published 1 December 2022 in The Annals of Applied Probability |
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On the optimality equation for average cost Markov control processes with Feller transition probabilities JOURNAL ARTICLE published April 2006 in Journal of Mathematical Analysis and Applications |
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Risk-sensitive control and an optimal investment model II JOURNAL ARTICLE published 1 May 2002 in The Annals of Applied Probability |
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A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities JOURNAL ARTICLE published 22 October 2007 in Communications in Statistics - Theory and Methods |