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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1017/apr.2018.10 Actions

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement

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

Authors: G. Avila-Godoy | A. Brau | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1997.657596 Actions

Sensitive Growth Analysis of Controlled Multiplicative Systems

BOOK CHAPTER published 1988 in Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes

Authors: Karel Sladký

https://doi.org/10.1007/978-94-010-9913-4_39 Actions

Sensitive Discount Optimality

OTHER published 15 April 1994 in Markov Decision Processes

https://doi.org/10.1002/9780470316887.ch10 Actions

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

https://doi.org/10.1017/s0021900200000991 Actions

An optimal strong equilibrium solution for cooperative multi-leader-follower Stackelberg Markov chains games

JOURNAL ARTICLE published 4 May 2016 in Kybernetika

Authors: Kristal K. Trejo | Julio B. Clempner | Alexander S. Poznyak

https://doi.org/10.14736/kyb-2016-2-0258 Actions

Value iteration for controlled Markov chains with risk sensitive cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: T. Bielecki | D. Hernandez-Hernandez | S.R. Pliska

https://doi.org/10.1109/cdc.1999.832762 Actions

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

Authors: Yuji Yoshida

https://doi.org/10.5220/0007957502690277 Actions

Constrained Optimality for Average Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_12 Actions

An introduction to ensemble-average importance sampling of Markov chains

PROCEEDINGS ARTICLE published in [1991] Proceedings of the 30th IEEE Conference on Decision and Control

Authors: X.R. Cao

https://doi.org/10.1109/cdc.1991.261530 Actions

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

https://doi.org/10.1239/jap/1134587805 Actions

Average optimality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability

Authors: Xianping Guo | Ulrich Rieder

https://doi.org/10.1214/105051606000000105 Actions

Controlled Markov chains with risk-sensitive criteria: some (counter) examples

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: A. Brau-Rojas | R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1998.758575 Actions

Average Optimality for Pathwise Rewards

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_8 Actions

Average Optimality for Nonnegative Costs

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_5 Actions

Solutions of semi-Markov control models with recursive discount rates and approximation by $epsilon-$optimal policies

JOURNAL ARTICLE published 26 September 2019 in Kybernetika

Authors: Yofre H. García | Juan González-Hernández

https://doi.org/10.14736/kyb-2019-3-0495 Actions

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: G. Avila-Godoy | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1998.760782 Actions

The Nth-Bias and Blackwell Optimality

BOOK CHAPTER published 2021 in SpringerBriefs in Electrical and Computer Engineering

Authors: Xi-Ren Cao

https://doi.org/10.1007/978-3-030-56678-4_5 Actions

Sample-path average optimality for Markov control processes

JOURNAL ARTICLE published 1999 in IEEE Transactions on Automatic Control

Authors: J.B. Lasserre

https://doi.org/10.1109/9.793787 Actions

Markov decision processes with time-varying discount factors and random horizon

JOURNAL ARTICLE published 30 March 2017 in Kybernetika

Authors: Rocio Ilhuicatzi-Roldán | Hugo Cruz-Suárez | Selene Chávez-Rodríguez

https://doi.org/10.14736/kyb-2017-1-0082 Actions
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