Average Optimality in Dynamic Programming with General State Space

JOURNAL ARTICLE published February 1993 in Mathematics of Operations Research

Authors: Manfred Schäl

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

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

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

Optimal dividend payout model with risk sensitive preferences

JOURNAL ARTICLE published March 2017 in Insurance: Mathematics and Economics

Authors: Nicole Bäuerle | Anna Jaśkiewicz

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes

JOURNAL ARTICLE published May 2004 in Mathematics of Operations Research

Authors: A. Jaśkiewicz

Sufficient Optimality Conditions in Stability Analysis for State-Constrained Optimal Control

JOURNAL ARTICLE published March 2007 in Applied Mathematics and Optimization

Authors: K. Malanowski

Risk-sensitive reinforcement learning algorithms with generalized average criterion

JOURNAL ARTICLE published March 2007 in Applied Mathematics and Mechanics

Authors: Chang-ming Yin | Wang Han-xing | Zhao Fei

Optimality Equation for the Average Control of PDMPs

BOOK CHAPTER published 2013 in Continuous Average Control of Piecewise Deterministic Markov Processes

Authors: Oswaldo Luiz do Valle Costa | François Dufour

Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

JOURNAL ARTICLE published November 2007 in Mathematics of Operations Research

Authors: Eugene A. Feinberg | Mark E. Lewis

Sensitive Optimality Criteria in Countable State Dynamic Programming

JOURNAL ARTICLE published February 1977 in Mathematics of Operations Research

Authors: A. Hordijk | K. Sladký

Sur le changement de signe des sommes de Kloosterman

JOURNAL ARTICLE published 1 May 2007 in Annals of Mathematics

Authors: Étienne Fouvry | Philippe Michel

Bibliography on Markov chains with a general state space

JOURNAL ARTICLE published 1976 in Applications of Mathematics

Authors: Zbyněk Šidák

Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space

JOURNAL ARTICLE published May 2018 in Mathematics of Operations Research

Authors: Arnab Basu | Mrinal K. Ghosh

On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP

JOURNAL ARTICLE published February 2008 in Mathematics of Operations Research

Authors: Huizhen Yu | Dimitri P. Bertsekas

TO OPTIMALITY OF QUASI-SINGULAR CONTROL IN VARIABLE STRUCTURE CONTROL PROBLEM

JOURNAL ARTICLE published 20 December 2018 in Applied Mathematics and Control Sciences

Authors: Kamil Mansimov | Baku State University | Aydin Alekberov | Institute of Control Problems of ANAS | Lenkoran State University

On the embedding of state space realizations

JOURNAL ARTICLE published May 2007 in Mathematics of Control, Signals, and Systems

Authors: Yves Genin | Antoine Vandendorpe

Risk sensitive identification of linear stochastic systems

JOURNAL ARTICLE published June 2005 in Mathematics of Control, Signals, and Systems

Authors: L. Gerencsér | G. Michaletzky | Z. Vágó

Deadbeat State Space Control of Spinning Satellite

JOURNAL ARTICLE published 25 June 2015 in International Journal of Applied Mathematics, Electronics and Computers

Authors: Ezzeddin M. Elarbi | Saad Mehemed Issa

Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost

JOURNAL ARTICLE published December 2013 in Applied Mathematics & Optimization

Authors: K. Suresh Kumar | Chandan Pal