Sign in
Facet browsing currently unavailable
Page 1 of 2996 results
Sort by: relevance publication year
|
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 |
|
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 |
|
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 |
|
Discounted approximations in risk-sensitive average Markov cost chains with finite state space JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research |
|
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 |
|
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) |
|
Contractive approximations in average Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research |
|
Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research |
|
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) |
|
A counterexample on the optimality equation in Markov decision chains with the average cost criterion JOURNAL ARTICLE published May 1991 in Systems & Control Letters |
|
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 |
|
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 |
|
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 |
|
Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains JOURNAL ARTICLE published January 1988 in Systems & Control Letters |
|
Nonparametric estimation and adaptive control in a class of finite Markov decision chains JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
|
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) |
|
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) |
|
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research |
|
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) |
|
A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |