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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 |
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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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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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Equivalence of Lyapunov stability criteria in a class of Markov decision processes JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
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Density estimation and adaptive control of markov processes: Average and discounted criteria JOURNAL ARTICLE published September 1990 in Acta Applicandae Mathematicae |
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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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Necessary conditions for the optimality equation in average-reward Markov decision processes JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization |
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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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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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Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
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Recursive adaptive control of Markov decision processes with the average reward criterion JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization |
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Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces JOURNAL ARTICLE published 31 December 2024 in Stochastics Research funded by National Key Research and Development Program of China (2022YFA1004600) | National Natural Science Foundation of China (12301170) |
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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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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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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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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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Estimation and control in finite Markov decision processes with the average reward criterion JOURNAL ARTICLE published 2004 in Applicationes Mathematicae |
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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 to the risk-sensitive average cost in finite Markov chains JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications |