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Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: G. B. Di Masi | L. Stettner

https://doi.org/10.1137/s0363012997320614 Actions

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

Authors: Giovanni B. Di Masi | Łukasz Stettner

https://doi.org/10.1137/040618631 Actions

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)

Authors: G.B. Di Masi | L. Stettner

https://doi.org/10.1109/cdc.1998.758242 Actions

Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G. B. Di Masi | L. Stettner

https://doi.org/10.1080/17442509908834216 Actions

Infinite horizon risk sensitive control of discrete time Markov processes with small risk

JOURNAL ARTICLE published May 2000 in Systems & Control Letters

Authors: G.B.Di Masi | Ł. Stettner

https://doi.org/10.1016/s0167-6911(99)00118-8 Actions

Risk sensitive control of discrete time partially observed markov processes with infinite horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G.B. Di masi | L. Sthttner

https://doi.org/10.1080/17442509908834215 Actions

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)

Authors: Xian Chen | Qingda Wei

https://doi.org/10.1137/22m1476757 Actions

Risk-Sensitive Control on an Infinite Time Horizon

JOURNAL ARTICLE published November 1995 in SIAM Journal on Control and Optimization

Authors: Wendell H. Fleming | William M. McEneaney

https://doi.org/10.1137/s0363012993258720 Actions

Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Wendell H. Fleming | Daniel Hernández-Hernández

https://doi.org/10.1137/s0363012997321498 Actions

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

https://doi.org/10.1007/s00245-001-0026-6 Actions

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)

Authors: Lukasz Stettner

https://doi.org/10.1137/21m1434143 Actions

An Approach to Discrete-Time Stochastic Control Problems under Partial Observation

JOURNAL ARTICLE published January 1987 in SIAM Journal on Control and Optimization

Authors: Giovanni B. Di Masi | Wolfgang J. Runggaldier

https://doi.org/10.1137/0325003 Actions

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)

Authors: T.E. Duncan | B. Pasik-Duncan | L. Stettner

https://doi.org/10.1109/cdc.1998.758241 Actions

Discrete Time Risk Sensitive Control Problem

POSTED CONTENT published

Authors: Lukasz Stettner

https://doi.org/10.2139/ssrn.4598616 Actions

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

Authors: Anthony Almudevar

https://doi.org/10.1137/s0363012904441520 Actions

Bayesian adaptive control of discrete-time Markov processes with long-run average cost

JOURNAL ARTICLE published May 1998 in Systems & Control Letters

Authors: G.B.Di Masi | Ł. Stettner

https://doi.org/10.1016/s0167-6911(97)00123-0 Actions

Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Arnab Basu | Łukasz Stettner

https://doi.org/10.1137/141000336 Actions

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)

Authors: Xianping Guo | Zhong-Wei Liao

https://doi.org/10.1137/18m1222016 Actions

Risk-Sensitive Markov Control Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Yun Shen | Wilhelm Stannat | Klaus Obermayer

https://doi.org/10.1137/120899005 Actions

Discrete time infinite horizon risk sensitive portfolio selection with proportional transaction costs

PROCEEDINGS ARTICLE published 2008 in Banach Center Publications

Authors: Łukasz Stettner

https://doi.org/10.4064/bc83-0-14 Actions
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