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Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Denumerable controlled Markov chains with strong average optimality criterion: bounded and unbounded costs

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

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

The vanishing discount approach in Markov chains with risk-sensitive criteria

JOURNAL ARTICLE published October 2000 in IEEE Transactions on Automatic Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Controlled Markov chains with risk-sensitive exponential average cost criterion

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

Authors: A. Brau | E. Fernandez-Gaucherand

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

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Denumerable controlled Markov chains with average reward criterion: sample path optimality

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucheraud

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.

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement

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

Authors: G. Avila-Godoy | A. Brau | E. Fernandez-Gaucherand

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

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

Authors: G. Avila-Godoy | E. Fernandez-Gaucherand

Risk-sensitive optimal control of hidden Markov models: a case study

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | S.I. Marcus

Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria

PROCEEDINGS ARTICLE published in Proceedings of 32nd IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | M.K. Ghosh | S.I. Marcus

Risk-sensitive optimal control of hidden Markov models: structural results

JOURNAL ARTICLE published 1997 in IEEE Transactions on Automatic Control

Authors: E. Fernandez-Gaucherand | S.I. Marcus

Value iteration for controlled Markov chains with risk sensitive cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: T. Bielecki | D. Hernandez-Hernandez | S.R. Pliska

On partially observable Markov decision processes with an average cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 28th IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | A. Arapostathis | S.I. Marcus

Exponential risk-sensitive optimal scheduling

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

Authors: G. Avila-Godoy | E. Fernandez-Gaucherand