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Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization |
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization |
Risk sensitive control of discrete time partially observed Markov processes with infinite horizon PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) |
Infinite horizon risk sensitive control of discrete time Markov processes with small risk JOURNAL ARTICLE published May 2000 in Systems & Control Letters |
Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports |
Risk sensitive control of discrete time partially observed markov processes with infinite horizon JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports |
Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308) |
Risk-Sensitive Control on an Infinite Time Horizon JOURNAL ARTICLE published November 1995 in SIAM Journal on Control and Optimization |
On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes JOURNAL ARTICLE published August 2022 in SIAM Journal on Control and Optimization Research funded by Narodowe Centrum Nauki (2016/23/B/ST1/00479) |
An Approach to Discrete-Time Stochastic Control Problems under Partial Observation JOURNAL ARTICLE published January 1987 in SIAM Journal on Control and Optimization |
Some results on risk sensitive adaptive control of discrete time Markov processes PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) |
Discrete Time Risk Sensitive Control Problem POSTED CONTENT published |
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization |
Approximate Fixed Point Iteration with an Application to Infinite Horizon Markov Decision Processes JOURNAL ARTICLE published January 2008 in SIAM Journal on Control and Optimization |
Bayesian adaptive control of discrete-time Markov processes with long-run average cost JOURNAL ARTICLE published May 1998 in Systems & Control Letters |
Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization |
Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (61773411,11701588) |
Risk-Sensitive Markov Control Processes JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization |
Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs PROCEEDINGS ARTICLE published 2008 in Banach Center Publications |
Infinite horizon risk-sensitive control of nonlinear discrete time systems PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control |