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Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published November 2014 in Journal of Optimization Theory and Applications

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca | Karel Sladký

Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Milan Sitař

Constrained Risk-Sensitive Markov Decision Chains

BOOK CHAPTER published 2009 in Operations Research Proceedings 2008

Authors: Karel Sladký

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

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

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Value Convergence in Generalized Markov Decision Chains

BOOK CHAPTER published 1994 in Operations Research ’93

Authors: Karel Sladký

Normalized Markov Decision Chains I; Sensitive Discount Optimality

JOURNAL ARTICLE published August 1975 in Operations Research

Authors: Uriel G. Rothblum

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

Second order optimality in Markov decision chains

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Karel Sladký

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach

JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández