Average Optimality in Dynamic Programming with General State Space

JOURNAL ARTICLE published February 1993 in Mathematics of Operations Research

Authors: Manfred Schäl

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

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

Bibliography on Markov chains with a general state space

JOURNAL ARTICLE published 1976 in Applications of Mathematics

Authors: Zbyněk Šidák

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

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

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

A General Optimality Conditions for Stochastic Control Problems of Jump Diffusions

JOURNAL ARTICLE published February 2012 in Applied Mathematics & Optimization

Authors: Seid Bahlali | Adel Chala

Optimal control of parabolic problems with state constraints: a penalization method for optimality conditions

JOURNAL ARTICLE published May 1994 in Applied Mathematics & Optimization

Authors: Ma�tine Bergounioux

Arrow-type sufficient optimality conditions for nondifferentiable optimal control problems with state constraints

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Richard F. Hartl

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

Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions

JOURNAL ARTICLE published October 2013 in Applied Mathematics & Optimization

Authors: Daniel Hoehener

Necessary conditions for the optimality equation in average-reward Markov decision processes

JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Sustainable Harvesting Policies Under Long-Run Average Criteria: Near Optimality

JOURNAL ARTICLE published April 2020 in Applied Mathematics & Optimization

Authors: Dang H. Nguyen | George Yin

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

Risk Sensitive Control of Diffusions with Small Running Cost

JOURNAL ARTICLE published August 2011 in Applied Mathematics & Optimization

Authors: Anup Biswas

Remarks on Risk-Sensitive Control Problems

JOURNAL ARTICLE published October 2005 in Applied Mathematics and Optimization

Authors: Jose-Luis Menaldi | Maurice Robin