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Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research |
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Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research |
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Contractive approximations in average Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research |
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Nonparametric estimation and adaptive control in a class of finite Markov decision chains JOURNAL ARTICLE published December 1991 in Annals 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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Recurrence conditions for Markov decision processes with Borel state space: A survey JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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On the optimality equation for average cost Markov decision processes and its validity for inventory control JOURNAL ARTICLE published October 2022 in Annals of Operations Research |
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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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Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Stochastics |
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Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization |
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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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Continuous-time zero-sum games for Markov decision processes with risk-sensitive finite-horizon cost criterio on a general state space JOURNAL ARTICLE published 29 December 2022 in 3C Empresa. Investigación y pensamiento crítico |
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On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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A System of Poisson Equations for a Nonconstant Varadhan Functional on a Finite State Space JOURNAL ARTICLE published January 2006 in Applied Mathematics and Optimization |
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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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Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published March 2024 in Journal of Applied Probability |
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THE OPTIMALITY EQUATIONS IN MULTICHAIN DENUMERABLE STATE MARKOV DECISION PROCESSES WITH THE AVERAGE COST CRITERION: THE BOUNDED COST CASE MULTISTAGE BAYESIAN ACCEPTANCE SAMPLING: OPTIMALITY OF A (z,c",c'^)-SAMPLING PLAN IN GASE OF A POLYA PRIOR DISTRIBUTION JOURNAL ARTICLE published January 1985 in Statistics & Risk Modeling |
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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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Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
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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 |