Infinite horizon risk-sensitive control of nonlinear discrete time systems

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

Authors: T. Runolfsson

Infinite-Horizon Discounted-Cost Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

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

JOURNAL ARTICLE published September 1997 in SIAM Journal on Control and Optimization

Authors: W. H. Fleming | D. Hernández-Hernández

Infinite Horizon Optimization for Finite State Markov Chain

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

Authors: Arie Leizarowitz

Approximate Solution of Markov Renewal Programs with Finite Time Horizon

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

Authors: Karl Hinderer | Karl-Heinz Waldmann

Long-Run Risk-Sensitive Impulse Control

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Research funded by Narodowe Centrum Nauki (2016/23/B/ST1/00479)

Authors: Damian Jelito | Marcin Pitera | Łukasz Stettner

Certainty Equivalent Control of Discrete Time Markov Processes with the Average Reward Functional 1

POSTED CONTENT published

Authors: Lukasz Stettner

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

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay

JOURNAL ARTICLE published January 2010 in SIAM Journal on Control and Optimization

Authors: Jan Palczewski | Łukasz Stettner

Actor-Critic--Type Learning Algorithms for Markov Decision Processes

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

Authors: Vijaymohan R. Konda | Vivek S. Borkar

Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes

BOOK CHAPTER published in Stochastic Theory and Control

Authors: L. Stettner

Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes

JOURNAL ARTICLE published February 1999 in Automatica

Authors: Stefano P. Coraluppi | Steven I. Marcus

Penalty Method for Finite Horizon Stopping Problems

JOURNAL ARTICLE published January 2011 in SIAM Journal on Control and Optimization

Authors: L. Stettner

Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes

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

Authors: Onésimo Hernández-Lerma | Oscar Vega-Amaya | Guadalupe Carrasco

Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: Francesca Da Lio | William M. McEneaney

Optimal Control with Infinite Horizon for Distributed Parameter Systems with Constrained Controls

JOURNAL ARTICLE published July 1991 in SIAM Journal on Control and Optimization

Authors: G. Di Blasio

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

JOURNAL ARTICLE published January 1998 in SIAM Journal on Control and Optimization

Authors: Francesca Albertini | Paolo Dai Pra

Turnpike Theorem for an Infinite Horizon Optimal Control Problem with Time Delay

JOURNAL ARTICLE published January 2014 in SIAM Journal on Control and Optimization

Authors: Musa A. Mammadov

Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching

JOURNAL ARTICLE published January 2021 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (11771327,11831014)

Authors: Qian Feng | Jinghai Shao

A Turnpike Theory for Infinite-Horizon Open-Loop Competitive Processes

JOURNAL ARTICLE published July 1996 in SIAM Journal on Control and Optimization

Authors: D. Carlson | A. Haurie