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Risk-Sensitive Average Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
Risk-sensitive average optimality in Markov decision processes JOURNAL ARTICLE published 28 December 2018 in Kybernetika |
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 |
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 |
Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
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 |
Constrained Risk-Sensitive Markov Decision Chains BOOK CHAPTER published 2009 in Operations Research Proceedings 2008 |
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 |
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 |
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 |
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 |
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 |
Value Convergence in Generalized Markov Decision Chains BOOK CHAPTER published 1994 in Operations Research ’93 |
Normalized Markov Decision Chains I; Sensitive Discount Optimality JOURNAL ARTICLE published August 1975 in Operations Research |
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
Second order optimality in Markov decision chains JOURNAL ARTICLE published 12 January 2018 in Kybernetika |
Denumerable Markov Decision Chains: Sensitive Optimality Criteria BOOK CHAPTER published 1983 in Operations Research Proceedings |
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
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) |