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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) |
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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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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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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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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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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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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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The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space JOURNAL ARTICLE published November 2003 in Mathematics 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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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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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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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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A counterexample on the optimality equation in Markov decision chains with the average cost criterion JOURNAL ARTICLE published May 1991 in Systems & Control Letters |
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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 |
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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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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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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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The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization Research funded by PSF Organization (2-450-17) |
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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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Recursive adaptive control of Markov decision processes with the average reward criterion JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization |