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Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

Second order optimality in Markov decision chains

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Karel Sladký

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

Strong average optimality criterion for continuous-time Markov decision processes

JOURNAL ARTICLE published 2 January 2015 in Kybernetika

Authors: Qingda Wei | Xian Chen

Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Milan Sitař

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

First passage risk probability optimality for continuous time Markov decision processes

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Haifeng Huo | Xian Wen

Constrained Risk-Sensitive Markov Decision Chains

BOOK CHAPTER published 2009 in Operations Research Proceedings 2008

Authors: Karel Sladký

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

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

The exponential cost optimality for finite horizon semi-Markov decision processes

JOURNAL ARTICLE published 17 August 2022 in Kybernetika

Authors: Haifeng Huo | Xian Wen

On dynamic programming recursions for multiplicative Markov decision chains

BOOK CHAPTER published 1976 in Mathematical Programming Studies

Authors: Karel Sladký

Mean-variance optimality for semi-Markov decision processes under first passage criteria

JOURNAL ARTICLE published 30 March 2017 in Kybernetika

Authors: Xiangxiang Huang | Yonghui Huang

Controlled Markov chains with risk-sensitive exponential average cost criterion

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

Authors: A. Brau | E. Fernandez-Gaucherand

Value Convergence in Generalized Markov Decision Chains

BOOK CHAPTER published 1994 in Operations Research ’93

Authors: Karel Sladký

Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors

JOURNAL ARTICLE published 26 May 2021 in Kybernetika

Authors: Xiao Wu | Yanqiu Tang

Another set of verifiable conditions for average Markov decision processes with Borel spaces

JOURNAL ARTICLE published 12 May 2015 in Kybernetika

Authors: Xiaolong Zou | Xianping Guo

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

JOURNAL ARTICLE published 3 April 2019 in Optimization

Research funded by National Natural Science Foundation of China (11601166,11701483) | Fundamental Research Funds for the Central Universities of Xiamen University (20720170008)

Authors: Qingda Wei | Xian Chen

On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand