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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
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Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Stochastics |
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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 |
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Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research |
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
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Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research |
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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) |
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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 |
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Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published March 2024 in Journal of Applied Probability |
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A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |
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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 |
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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 |
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Discounted approximations to the risk-sensitive average cost in finite Markov chains JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications |
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
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Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion JOURNAL ARTICLE published August 2016 in Journal of Optimization Theory and Applications Research funded by PSF Organization (015/300/02) | PRODEP (17332-UAAAN-CA23) |
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Discounted approximations in risk-sensitive average Markov cost chains with finite state space JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research |
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A poisson equation for the risk-sensitive average cost in semi-markov chains JOURNAL ARTICLE published December 2016 in Discrete Event Dynamic Systems Research funded by PRODEP (17332-CA-23) | PSF Organization* (300-01-15) |
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Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) |
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Contractive Approximations for the Varadhan's Function on a Finite Markov Chain JOURNAL ARTICLE published January 2008 in Theory of Probability & Its Applications |
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A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function JOURNAL ARTICLE published February 2016 in Mathematics of Operations Research |