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Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes JOURNAL ARTICLE published 19 November 1999 in Applied Mathematics and Optimization |
Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
Average cost Markov control processes with weighted norms: existence of canonical policies JOURNAL ARTICLE published 1995 in Applicationes Mathematicae |
Risk Sensitive Markov Decision Processes BOOK CHAPTER published 1997 in Systems and Control in the Twenty-First Century |
Deterministic optimal policies for Markov control processes with pathwise constraints JOURNAL ARTICLE published 2012 in Applicationes Mathematicae |
Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains |
Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published March 2018 in Advances in Applied Probability |
Risk sensitive control of Markov processes in countable state space JOURNAL ARTICLE published November 1996 in Systems & Control Letters |
Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processes BOOK CHAPTER published 1999 in Stochastic Analysis, Control, Optimization and Applications |
Local Poisson Equations Associated with Discrete-Time Markov Control Processes JOURNAL ARTICLE published April 2017 in Journal of Optimization Theory and Applications Research funded by CONACYT (254166) |
On Risk-Sensitive Piecewise Deterministic Markov Decision Processes JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization |
On Risk-Sensitive Ergodic Impulsive Control of Markov Processes JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization |
Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization |
Characterizations of Overtaking Optimality for Controlled Diffusion Processes JOURNAL ARTICLE published June 2008 in Applied Mathematics and Optimization |
Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Stochastics |
Quantile Portfolio Optimization Under Risk Measure Constraints JOURNAL ARTICLE published October 2013 in Applied Mathematics & Optimization |
Adaptive control of discounted Markov decision chains JOURNAL ARTICLE published June 1985 in Journal of Optimization Theory and Applications |
Optimal policies for constrained average-cost Markov decision processes JOURNAL ARTICLE published July 2011 in TOP |
Controlled Markov Processes BOOK CHAPTER published 1989 in Adaptive Markov Control Processes |