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Risk-sensitive average optimality in Markov decision processes JOURNAL ARTICLE published 28 December 2018 in Kybernetika |
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Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
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Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
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Risk-Sensitive Average Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
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Mean-variance optimality for semi-Markov decision processes under first passage criteria JOURNAL ARTICLE published 30 March 2017 in Kybernetika |
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Risk‐Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance JOURNAL ARTICLE published December 2020 in Production and Operations Management Research funded by National Natural Science Foundation of China (61573206,11931018) |
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Second order optimality in Markov decision chains JOURNAL ARTICLE published 12 January 2018 in Kybernetika |
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Mean Variance Optimization in Markov Decision Processes with State-Dependent Risk Aversion JOURNAL ARTICLE published in SSRN Electronic Journal |
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On mean reward variance in semi-Markov processes JOURNAL ARTICLE published December 2005 in Mathematical Methods of Operations Research |
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Stochastic Growth Models With No Discounting JOURNAL ARTICLE published 1 August 2007 in Acta Oeconomica Pragensia |
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On the Optimality Conditions for Semi-Markov Decision Processes BOOK CHAPTER published 1977 in Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians |
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Multistage Stochastic Decision and Economic Processes JOURNAL ARTICLE published 1 March 2005 in Acta Oeconomica Pragensia |
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Optimality equations and sensitive optimality in bounded Markov decision processes1 JOURNAL ARTICLE published January 1985 in Optimization |
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Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion JOURNAL ARTICLE published 8 January 2022 in IMA Journal of Management Mathematics |
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On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization |
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Mean–variance optimization of discrete time discounted Markov decision processes JOURNAL ARTICLE published February 2018 in Automatica Research funded by National Key Research and Development Program of China (2016YFB0901900) | National Natural Science Foundation of China (61573206,61203039,U1301254) | National 111 International Collaboration Project (B06002) | SuZhou-Tsinghua Innovation Leading Action (2016SZ0202) |
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Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment PROCEEDINGS ARTICLE published 2019 in Proceedings of the 11th International Joint Conference on Computational Intelligence |
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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. |
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Sensitive Discount Optimality OTHER published 15 April 1994 in Markov Decision Processes |
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A Small-Open-Economy Model and Endogenous Money Stock JOURNAL ARTICLE published 1 March 2005 in Acta Oeconomica Pragensia |