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Risk-Sensitive Average Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
Average Optimality in Dynamic Programming with General State Space JOURNAL ARTICLE published February 1993 in Mathematics of Operations Research |
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) |
A note on negative dynamic programming for risk-sensitive control JOURNAL ARTICLE published September 2008 in Operations Research Letters |
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) |
Optimality in Feller semi-Markov control processes JOURNAL ARTICLE published November 2006 in Operations Research Letters |
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 |
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 |
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 |
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 |
Discounted approximations in risk-sensitive average Markov cost chains with finite state space JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research |
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 |
Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
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 |
Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research |
On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes JOURNAL ARTICLE published May 2004 in Mathematics of Operations Research |
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 |
Markov decision processes with risk-sensitive criteria: an overview JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research |
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) |
Average optimality inequality for continuous-time Markov decision processes in Polish spaces JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research |