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Markov risk mappings and risk-sensitive optimal prediction JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research Research funded by Engineering and Physical Sciences Research Council (EP/P002625/1) | Lloyd’s Register Foundation (G0095) | Engineering and Physical Sciences Research Council (EP/R014604/1,EP/N013492/1) |
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Risk-sensitive Markov stopping games with an absorbing state JOURNAL ARTICLE published 7 April 2022 in Kybernetika |
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Recent results on conditions for the existence of average optimal stationary policies JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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Average cost Markov decision processes under the hypothesis of Doeblin JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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A pause control approach to the value iteration scheme in average Markov decision processes JOURNAL ARTICLE published April 1998 in Systems & Control Letters |
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Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem JOURNAL ARTICLE published November 2007 in Mathematics of Operations Research |
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Denumerable Markov stopping games with risk-sensitive total reward criterion JOURNAL ARTICLE published 8 April 2024 in Kybernetika |
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Optimality equations and sensitive optimality in bounded Markov decision processes1 JOURNAL ARTICLE published January 1985 in Optimization |
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On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002. |
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Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates JOURNAL ARTICLE published December 2019 in 4OR Research funded by Natural Science Foundation of Guangdong Province (2014A030313438) | Zhujiang New Star (201506010056) | Guangdong Province outstanding young teacher training plan (YQ2015050) |
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Markov control processes with pathwise constraints JOURNAL ARTICLE published June 2010 in Mathematical Methods of Operations Research |
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Minimizing spectral risk measures applied to Markov decision processes JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research |
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Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308) |
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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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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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Equivalence classes for optimizing risk models in Markov decision processes JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research |
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Normalized Markov Decision Chains I; Sensitive Discount Optimality JOURNAL ARTICLE published August 1975 in Operations Research |
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Average cost Markov control processes: stability with respect to the Kantorovich metric JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research |
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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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Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |