Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 35446 results
Sort by: relevance publication year

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

Discrete time risk sensitive control problem

JOURNAL ARTICLE published April 2024 in Systems & Control Letters

Research funded by NCN (2020/37/B/ST1/00463)

Authors: Łukasz Stettner

https://doi.org/10.1016/j.sysconle.2024.105758 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

Certainty equivalent control of discrete time Markov processes with the average reward functional

JOURNAL ARTICLE published November 2023 in Systems & Control Letters

Research funded by Narodowe Centrum Nauki (2020/37/B/ST1/00463)

Authors: Łukasz Stettner

https://doi.org/10.1016/j.sysconle.2023.105627 Actions

Ergodicity of hidden Markov models

JOURNAL ARTICLE published October 2005 in Mathematics of Control, Signals, and Systems

Authors: G.B. Di Masi | Ł. Stettner

https://doi.org/10.1007/s00498-005-0153-8 Actions

Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon

BOOK CHAPTER published 2015 in Optimization of Stochastic Discrete Systems and Control on Complex Networks

Authors: Dmitrii Lozovanu | Stefan Pickl

https://doi.org/10.1007/978-3-319-11833-8_2 Actions

Duality between large deviation control and risk-sensitive control for Markov decision processes

JOURNAL ARTICLE published April 2023 in Systems & Control Letters

Authors: Yanan Dai | Jinwen Chen

https://doi.org/10.1016/j.sysconle.2023.105490 Actions

On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions

JOURNAL ARTICLE published January 2023 in Systems & Control Letters

Research funded by National Science Foundation (DMS-1715210,DMS-2216765) | Army Research Office (W911NF-17-1-001)

Authors: Hassan Hmedi | Ari Arapostathis | Guodong Pang

https://doi.org/10.1016/j.sysconle.2022.105413 Actions

Discrete Time Markov Processes

BOOK CHAPTER published 3 October 2018 in The Control Systems Handbook

https://doi.org/10.1201/b10384-127 Actions

Risk sensitive control of Markov processes in countable state space

JOURNAL ARTICLE published November 1996 in Systems & Control Letters

Authors: Daniel Hernandez-Hernández | Steven I. Marcus

https://doi.org/10.1016/s0167-6911(96)00051-5 Actions

Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems

JOURNAL ARTICLE published March 2001 in Mathematics of Control, Signals, and Systems

Authors: Francesca Albertini | Paolo Dai Pra | Chiara Prior

https://doi.org/10.1007/pl00009875 Actions

Optimal Control of Markov Processes: Infinite-Horizon

BOOK CHAPTER published 2020 in Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

Authors: Xi-Ren Cao

https://doi.org/10.1007/978-3-030-41846-5_2 Actions

On the infinite-horizon LQ tracker

JOURNAL ARTICLE published June 2000 in Systems & Control Letters

Authors: Enrique Barbieri | Rocio Alba-Flores

https://doi.org/10.1016/s0167-6911(00)00004-9 Actions

Backward representation for nonstationary Markov processes with finite state space

JOURNAL ARTICLE published June 1994 in Systems & Control Letters

Authors: G.B. Di Masi | P.I. Kitsul

https://doi.org/10.1016/0167-6911(94)90088-4 Actions

Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems

BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications

Authors: Lukasz Stettner

https://doi.org/10.1007/978-0-8176-8337-5_16 Actions

Partially observed non-linear risk-sensitive optimal stopping control for non-linear discrete-time systems

JOURNAL ARTICLE published September 2006 in Systems & Control Letters

Authors: Jason J Ford

https://doi.org/10.1016/j.sysconle.2006.03.005 Actions

Ergodicity of filtering process by vanishing discount approach

JOURNAL ARTICLE published February 2008 in Systems & Control Letters

Authors: G.B. Di Masi | Ł. Stettner

https://doi.org/10.1016/j.sysconle.2007.08.004 Actions

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces

JOURNAL ARTICLE published December 2019 in Discrete Event Dynamic Systems

Research funded by National Natural Science Foundation of China (61773411) | National Natural Science Foundation of China (61673019)

Authors: Xianping Guo | Junyu Zhang

https://doi.org/10.1007/s10626-019-00292-y Actions

$H_{2}/H_{infty}$ Control for Continuous-Time Infinite Markov Jump Systems: Infinite Horizon Case

PROCEEDINGS ARTICLE published July 2018 in 2018 IEEE 8th Annual International Conference on CYBER Technology in Automation, Control, and Intelligent Systems (CYBER)

Authors: Yueying Liu | Ting Hou

https://doi.org/10.1109/cyber.2018.8688084 Actions

Q-learning for continuous-time linear systems: A model-free infinite horizon optimal control approach

JOURNAL ARTICLE published February 2017 in Systems & Control Letters

Authors: Kyriakos G. Vamvoudakis

https://doi.org/10.1016/j.sysconle.2016.12.003 Actions
Feedback: support@crossref.org