Facet browsing currently unavailable
Page 1 of 2010 results
Sort by: relevance publication year
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 |
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 |
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 |
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs JOURNAL ARTICLE published October 1996 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 |
Denumerable controlled Markov chains with average reward criterion: Sample path optimality JOURNAL ARTICLE published February 1995 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research |
Contractive approximations in average Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published August 2023 in Mathematical Methods 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) |
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 |
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) |
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research |
Average optimality inequality for continuous-time Markov decision processes in Polish spaces JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research |
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes JOURNAL ARTICLE published April 2021 in Mathematical Methods of Operations Research Research funded by Fapesp (2014/50279-4,2014/50851-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304149/2019-5) |
Discounted approximations to the risk-sensitive average cost in finite Markov chains JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications |
Markov Decision Processes with Average-Value-at-Risk criteria JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research |
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research |
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) |
Markov decision processes with risk-sensitive criteria: an overview JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research |