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Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published March 1972 in Management Science

Authors: Ronald A. Howard | James E. Matheson

Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment

PROCEEDINGS ARTICLE published 2019 in Proceedings of the 11th International Joint Conference on Computational Intelligence

Authors: Yuji Yoshida

Risk-Sensitive Markov Decision Processes of USV Trajectory Planning with Time-Limited Budget

JOURNAL ARTICLE published 13 September 2023 in Sensors

Research funded by Science and Technology of Zhanjiang City (2022B01103) | Guangdong Ocean University Teaching Quality Project (YSZL-201922058-JXD) | National College Students Innovation and Entrepreneurship Training Program of Guangdong Province (S202210566074) | National Natural Science Foundation of China (52171346) | Natural Science Foundation of Guangdong Province (2021A1515012618) | special projects of key fields (Artificial Intelligence) of Universities in Guangdong Province (2019KZDZX1035)

Authors: Yi Ding | Hongyang Zhu

Risk-Sensitive Markov Decision Processes

BOOK CHAPTER published 2023 in Encyclopedia of Optimization

Authors: Christiane Barz | Nicole Bäuerle

Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

Risk‐Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance

JOURNAL ARTICLE published December 2020 in Production and Operations Management

Research funded by National Natural Science Foundation of China (61573206,11931018)

Authors: Li Xia

Verification of Markov Decision Processes with Risk-Sensitive Measures

PROCEEDINGS ARTICLE published June 2018 in 2018 Annual American Control Conference (ACC)

Authors: Murat Cubuktepe | Ufuk Topcu

The Role of Discount Factor in Risk Sensitive Markov Decision Processes

PROCEEDINGS ARTICLE published October 2016 in 2016 5th Brazilian Conference on Intelligent Systems (BRACIS)

Authors: Valdinei Freire

Risk‐sensitive Markov decision processes with long‐run CVaR criterion

JOURNAL ARTICLE published December 2023 in Production and Operations Management

Research funded by National Key Research and Development Program of China (2022YFA1004600) | Guangdong Basic and Applied Basic Research Foundation (2023A1515012492,2021A1515011984) | Guangdong Province Key Laboratory of Computational Science (2020B1212060032) | Fundamental Research Funds for the Central Universities (22wklj01) | National Natural Science Foundation of China (62073346,72371253,11931018,U1811462)

Authors: Li Xia | Luyao Zhang | Peter W. Glynn

A unified framework for risk-sensitive Markov control processes

PROCEEDINGS ARTICLE published December 2014 in 53rd IEEE Conference on Decision and Control

Authors: Yun Shen | Wilhelm Stannat | Klaus Obermayer

Dynamic Probabilistic Systems, Volume I: Markov Models and Volume II: Semi- Markov and Decision Processes.

JOURNAL ARTICLE published December 1972 in Journal of the American Statistical Association

Authors: John E. Rolph | Ronald A. Howard

Risking your Tail: Modeling Individual Differences in Risk-sensitive Exploration using Conditional Value at Risk and Bayes Adaptive Markov Decision Processes

POSTED CONTENT published

Authors: Tingke Shen | Peter Dayan

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Markov Decision Processes with Coherent Risk Measures: Risk Aversity in Asset Management

PROCEEDINGS ARTICLE published April 2019 in 2019 IEEE Conference on Cognitive and Computational Aspects of Situation Management (CogSIMA)

Authors: Yuji Yoshida

Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processes

BOOK CHAPTER published 1999 in Stochastic Analysis, Control, Optimization and Applications

Authors: Stefano P. Coraluppi | Steven I. Marcus

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published 1 April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

JOURNAL ARTICLE published 3 April 2019 in Optimization

Research funded by National Natural Science Foundation of China (11601166,11701483) | Fundamental Research Funds for the Central Universities of Xiamen University (20720170008)

Authors: Qingda Wei | Xian Chen

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

JOURNAL ARTICLE published 31 December 2024 in Stochastics

Research funded by National Key Research and Development Program of China (2022YFA1004600) | National Natural Science Foundation of China (12301170)

Authors: Xin Guo

More Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published February 2014 in Mathematics of Operations Research

Authors: Nicole Bäuerle | Ulrich Rieder