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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1017/apr.2018.10 Actions

Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

https://doi.org/10.1007/978-3-540-77903-2_11 Actions

Controlled Markov chains with risk-sensitive criteria: some (counter) examples

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: A. Brau-Rojas | R. Cavazos-Cadena | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.1998.758575 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

https://doi.org/10.1017/s0021900200000991 Actions

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

https://doi.org/10.1007/s00245-018-9485-x Actions

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

https://doi.org/10.1007/s00186-007-0157-x Actions

AVERAGE COST SEMI-MARKOV DECISION PROCESSES

REPORT published 1 September 1969

Authors: Sheldon M. Ross

https://doi.org/10.21236/ad0695379 Actions

Finite state approximation algorithms for average cost denumerable state Markov decision processes

JOURNAL ARTICLE published March 1985 in Operations-Research-Spektrum

Authors: L. C. Thomas | D. Stengos

https://doi.org/10.1007/bf01719758 Actions

The exponential cost optimality for finite horizon semi-Markov decision processes

JOURNAL ARTICLE published 17 August 2022 in Kybernetika

Authors: Haifeng Huo | Xian Wen

https://doi.org/10.14736/kyb-2022-3-0301 Actions

Continuous-time Markov decision processes under the risk-sensitive average cost criterion

JOURNAL ARTICLE published July 2016 in Operations Research Letters

Research funded by Fundamental Research Funds for the Central Universities of Huaqiao University (14SKGC-QT07)

Authors: Qingda Wei | Xian Chen

https://doi.org/10.1016/j.orl.2016.04.010 Actions

Blackwell optimality in Markov decision processes with a Borel state space

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

Authors: A.A. Yushkevich

https://doi.org/10.1109/cdc.1997.657841 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

https://doi.org/10.1239/jap/1134587805 Actions

Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk

PROCEEDINGS ARTICLE published May 2016 in 2016 IEEE International Conference on Robotics and Automation (ICRA)

Authors: Stefano Carpin | Yin-Lam Chow | Marco Pavone

https://doi.org/10.1109/icra.2016.7487152 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.1017/s0001867800030263 Actions

Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

https://doi.org/10.1007/s00245-020-09690-3 Actions

Goal and Average Cost Problems in Decision Processes with Finite State Spaces.

REPORT published 1 January 1980

Authors: Theodore P. Hill

https://doi.org/10.21236/ada093876 Actions

Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

JOURNAL ARTICLE published December 1990 in Systems & Control Letters

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

https://doi.org/10.1016/0167-6911(90)90067-5 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Journal of Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.1017/s0021900200045630 Actions

New sufficient conditions for average optimality in continuous-time Markov decision processes

JOURNAL ARTICLE published August 2010 in Mathematical Methods of Operations Research

Authors: Liuer Ye | Xianping Guo

https://doi.org/10.1007/s00186-010-0307-4 Actions

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)

Authors: Xin Guo | Qiuli Liu | Yi Zhang

https://doi.org/10.1007/s10288-019-0398-6 Actions
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