Toward a General Law of the Iterated Logarithm in Banach Space

JOURNAL ARTICLE published 1 October 1993 in The Annals of Probability

Authors: Uwe Einmahl

Necessary conditions of optimality for impulsive control problems with state constraints

PROCEEDINGS ARTICLE published July 2007 in 2007 European Control Conference (ECC)

Authors: Fernando Lobo Pereira | Jorge Morais Leite

A Stochastic Interpretation of Stochastic Mirror Descent: Risk-Sensitive Optimality

PROCEEDINGS ARTICLE published December 2019 in 2019 IEEE 58th Conference on Decision and Control (CDC)

Authors: Navid Azizan | Babak Hassibi

Model robustness of finite state nonlinear filtering over the infinite time horizon

JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability

Authors: Pavel Chigansky | Ramon van Handel

State‐Space Fundamentals

OTHER published 14 February 2007 in Linear State‐Space Control Systems

Risk sensitive control of Markov processes in countable state space

JOURNAL ARTICLE published November 1996 in Systems & Control Letters

Authors: Daniel Hernandez-Hernández | Steven I. Marcus

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Nonstationary Policies and Average Optimality in Multichain Markov Decision Processes with a General Action Space

JOURNAL ARTICLE published September 2004 in Journal of Mathematical Sciences

Authors: A. Y. Golubin

Average optimality in dynamic programming on Borel spaces — unbounded costs and controls

JOURNAL ARTICLE published September 1991 in Systems & Control Letters

Authors: Onésimo Hernández-Lerma

State space solutions to H/sub infinity / control problems at optimality: full information problem

PROCEEDINGS ARTICLE published 1990 in 29th IEEE Conference on Decision and Control

Authors: P.A. Iglesias | K. Glover

Some general considerations on optimality conditions for state constrained parabolic control problems

BOOK CHAPTER published in Optimization Techniques

Authors: Uwe Mackenroth

Asymptotic optimality of tracking policies in stochastic networks

JOURNAL ARTICLE published 1 November 2000 in The Annals of Applied Probability

Authors: Nicole Bäuerle

Conditional Markov Renewal Theory I. Finite and Denumerable State Space

JOURNAL ARTICLE published 1 November 1984 in The Annals of Probability

Authors: S. P. Lalley

Countable State Space Markov Random Fields and Markov Chains on Trees

JOURNAL ARTICLE published 1 November 1983 in The Annals of Probability

Authors: Stan Zachary

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

On Independence and Conditioning On Wiener Space

JOURNAL ARTICLE published 1 October 1989 in The Annals of Probability

Authors: Ali Suleyman Ustunel | Moshe Zakai

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

On the optimality of the empirical risk minimization procedure for the Convex aggregation problem

JOURNAL ARTICLE published 1 February 2013 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Guillaume Lecué | Shahar Mendelson

Average Width Optimality of Simultaneous Confidence Bounds

JOURNAL ARTICLE published 1 December 1984 in The Annals of Statistics

Authors: Daniel Q. Naiman

On Ladder Height Distributions of General Risk Processes

JOURNAL ARTICLE published 1 August 1993 in The Annals of Applied Probability

Authors: Masakiyo Miyazawa | Volker Schmidt