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Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science |
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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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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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Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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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) |
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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 |
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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 |
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A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion JOURNAL ARTICLE published November 2020 in Journal of Optimization Theory and Applications |
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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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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 |
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Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains JOURNAL ARTICLE published 1 November 2002 in Mathematical Methods of Operations Research (ZOR) |
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The vanishing discount approach in Markov chains with risk-sensitive criteria JOURNAL ARTICLE published October 2000 in IEEE Transactions on Automatic Control |
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Controlled Markov chains with risk-sensitive exponential average cost criterion PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control |
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Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space JOURNAL ARTICLE published January 2022 in Journal of Optimization Theory and Applications |
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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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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 |
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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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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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Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research |