Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 11507 results
Sort by: relevance publication year

Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

https://doi.org/10.1007/978-3-540-77903-2_11 Actions

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

https://doi.org/10.1007/978-3-540-69995-8_88 Actions

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

https://doi.org/10.1287/moor.28.4.752.20515 Actions

Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Milan Sitař

https://doi.org/10.1007/3-540-32539-5_125 Actions

Constrained Risk-Sensitive Markov Decision Chains

BOOK CHAPTER published 2009 in Operations Research Proceedings 2008

Authors: Karel Sladký

https://doi.org/10.1007/978-3-642-00142-0_59 Actions

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

https://doi.org/10.1007/s00186-008-0277-y Actions

Normalized Markov Decision Chains I; Sensitive Discount Optimality

JOURNAL ARTICLE published August 1975 in Operations Research

Authors: Uriel G. Rothblum

https://doi.org/10.1287/opre.23.4.785 Actions

Value Convergence in Generalized Markov Decision Chains

BOOK CHAPTER published 1994 in Operations Research ’93

Authors: Karel Sladký

https://doi.org/10.1007/978-3-642-46955-8_120 Actions

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

https://doi.org/10.1007/s00186-009-0285-6 Actions

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

https://doi.org/10.1007/978-3-662-38529-6_79 Actions

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

https://doi.org/10.1007/s001860200229 Actions

On the Set of Optimal Policies in Variance Penalized Markov Decision Chains

BOOK CHAPTER published 2004 in Operations Research Proceedings

Authors: Karel Sladký | Milan Sitař

https://doi.org/10.1007/978-3-642-17022-5_51 Actions

An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0155-z Actions

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

https://doi.org/10.1007/bf01193864 Actions

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1287/moor.2017.0893 Actions

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

JOURNAL ARTICLE published April 1999 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

https://doi.org/10.1007/pl00020919 Actions

Continuous-time Markov decision processes under the risk-sensitive average cost criterion

JOURNAL ARTICLE published July 2016 in Operations Research Letters

Research funded by Fundamental Research Funds for the Central Universities of Huaqiao University (14SKGC-QT07)

Authors: Qingda Wei | Xian Chen

https://doi.org/10.1016/j.orl.2016.04.010 Actions

Average Optimality of Markov Decision Processes with Unbounded Costs

BOOK CHAPTER published 1992 in Operations Research ’91

Authors: Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-48417-9_72 Actions

Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space

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

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200256 Actions

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

https://doi.org/10.1287/moor.17.2.271 Actions
Feedback: support@crossref.org