Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 121 results
Sort by: relevance publication year

Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

https://doi.org/10.1007/978-3-540-77903-2_11 Actions

Average Optimality in Dynamic Programming with General State Space

JOURNAL ARTICLE published February 1993 in Mathematics of Operations Research

Authors: Manfred Schäl

https://doi.org/10.1287/moor.18.1.163 Actions

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)

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200256 Actions

A note on negative dynamic programming for risk-sensitive control

JOURNAL ARTICLE published September 2008 in Operations Research Letters

Authors: Anna Jaśkiewicz

https://doi.org/10.1016/j.orl.2008.03.003 Actions

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)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1007/s001860200229 Actions

Optimality in Feller semi-Markov control processes

JOURNAL ARTICLE published November 2006 in Operations Research Letters

Authors: Anna Jaśkiewicz | Andrzej S. Nowak

https://doi.org/10.1016/j.orl.2005.11.005 Actions

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

https://doi.org/10.1007/s00186-008-0277-y Actions

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

https://doi.org/10.1287/moor.1100.0476 Actions

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

https://doi.org/10.1287/moor.28.4.752.20515 Actions

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

https://doi.org/10.1007/s00186-009-0285-6 Actions

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-019-00689-3 Actions

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

JOURNAL ARTICLE published April 1999 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

https://doi.org/10.1007/pl00020919 Actions

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

https://doi.org/10.1007/978-3-540-69995-8_88 Actions

On the optimality equation for average cost Markov decision processes and its validity for inventory control

JOURNAL ARTICLE published October 2022 in Annals of Operations Research

Authors: Eugene A. Feinberg | Yan Liang

https://doi.org/10.1007/s10479-017-2561-9 Actions

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

https://doi.org/10.1287/moor.17.2.271 Actions

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

https://doi.org/10.1287/moor.1030.0060 Actions

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

https://doi.org/10.1007/s00186-022-00779-9 Actions

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

https://doi.org/10.1007/s00186-024-00857-0 Actions

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

JOURNAL ARTICLE published April 2021 in Mathematical Methods of Operations Research

Research funded by Fapesp (2014/50279-4,2014/50851-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304149/2019-5)

Authors: O. L. V. Costa | F. Dufour

https://doi.org/10.1007/s00186-020-00732-8 Actions

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

https://doi.org/10.1007/s00186-007-0157-x Actions
Feedback: support@crossref.org