Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Stochastics

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Risk-sensitive stopping problems for continuous-time Markov chains

JOURNAL ARTICLE published 3 April 2018 in Stochastics

Authors: Nicole Bäuerle | Anton Popp

Risk-sensitive control of continuous time Markov chains

JOURNAL ARTICLE published 4 July 2014 in Stochastics

Authors: Mrinal K. Ghosh | Subhamay Saha

Controlled markov processes and viscosity solutions

JOURNAL ARTICLE published July 1994 in Stochastics and Stochastic Reports

Authors: M. R. James

Risk sensitive control of discrete time partially observed markov processes with infinite horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G.B. Di masi | L. Sthttner

Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G. B. Di Masi | L. Stettner

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

JOURNAL ARTICLE published 1 May 2000 in Finance and Stochastics

Authors: S�ren Asmussen | Bjarne H�jgaard | Michael Taksar