Sign in
Facet browsing currently unavailable
Page 1 of 2466 results
Sort by: relevance publication year
|
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 |
|
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 |
|
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 |
|
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) |
|
Denumerable controlled Markov chains with strong average optimality criterion: bounded and unbounded costs PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control |
|
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) |
|
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 |
|
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research |
|
Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science |
|
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research |
|
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) |
|
The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization |
|
The vanishing discount approach in Markov chains with risk-sensitive criteria JOURNAL ARTICLE published October 2000 in IEEE Transactions on Automatic Control |
|
Controlled Markov chains with risk-sensitive exponential average cost criterion PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control |
|
Discounted approximations in risk-sensitive average Markov cost chains with finite state space JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research |
|
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 |
|
Value iteration in a class of controlled Markov chains with average-criterion: unbounded costs case PROCEEDINGS ARTICLE published in Proceedings of 1995 34th IEEE Conference on Decision and Control |
|
Denumerable controlled Markov chains with average reward criterion: sample path optimality PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control |
|
Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research |
|
Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence JOURNAL ARTICLE published December 1996 in Journal of Applied Probability |