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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

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

https://doi.org/10.1007/0-306-48102-2_22 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

Controlled Markov Set‐chains with Set‐valued Rewards—The Average Case

JOURNAL ARTICLE published January 2002 in International Transactions in Operational Research

Authors: Masanori Hosaka | Jun‐ichi Nakagami | Masami Kurano

https://doi.org/10.1111/1475-3995.00344 Actions

Controlled Markov Chains

BOOK CHAPTER published 1999 in Introduction to Discrete Event Systems

Authors: Christos G. Cassandras | Stéphane Lafortune

https://doi.org/10.1007/978-1-4757-4070-7_9 Actions

Transient Solutions for Markov Chains

BOOK CHAPTER published 2000 in International Series in Operations Research & Management Science

Authors: Edmundo de Souza e Silva | H. Richard Gail

https://doi.org/10.1007/978-1-4757-4828-4_3 Actions

Quadrangle-grid velocity-stress finite difference method for poroelastic wave equations

JOURNAL ARTICLE published 1 October 1999 in Geophysical Journal International

Authors: Z. Jianfeng

https://doi.org/10.1046/j.1365-246x.1999.00938.x Actions

MetaCost

PROCEEDINGS ARTICLE published August 1999 in Proceedings of the fifth ACM SIGKDD international conference on Knowledge discovery and data mining

Authors: Pedro Domingos

https://doi.org/10.1145/312129.312220 Actions

Minimax Solutions of Economic Criterion Models

BOOK CHAPTER published 1999 in International Series in Operations Research & Management Science

Authors: Baoding Liu | Augustine O. Esogbue

https://doi.org/10.1007/978-1-4615-5151-5_5 Actions

Bayesian Solutions of Economic Criterion Models

BOOK CHAPTER published 1999 in International Series in Operations Research & Management Science

Authors: Baoding Liu | Augustine O. Esogbue

https://doi.org/10.1007/978-1-4615-5151-5_4 Actions

Sharp Estimates for Bubbling Solutions to Some Fourth-Order Geometric Equations

JOURNAL ARTICLE published 5 May 2016 in International Mathematics Research Notices

Authors: Cheikh Birahim Ndiaye

https://doi.org/10.1093/imrn/rnw007 Actions

Convergence of Optimal Solutions about Approximation Scheme for Fuzzy Programming with Minimum-Risk Criteria

PROCEEDINGS ARTICLE published 2007 in Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)

Authors: Yan-Kui Liu | Miao Tian

https://doi.org/10.1109/fskd.2007.229 Actions

MONODROMY OF SOLUTIONS OF THE ELLIPTIC QUANTUM KNIZHNIK–ZAMOLODCHIKOV–BERNARD DIFFERENCE EQUATIONS

JOURNAL ARTICLE published December 1999 in International Journal of Mathematics

Authors: G. FELDER | V. TARASOV | A. VARCHENKO

https://doi.org/10.1142/s0129167x99000410 Actions

An optimal schedule for dollar cost averaging under different transaction costs

JOURNAL ARTICLE published March 1999 in International Transactions in Operational Research

Authors: M. Khouja | R.P. Lamb

https://doi.org/10.1111/j.1475-3995.1999.tb00154.x Actions

A special extrapolation method of lines for parabolic partial differential equations

JOURNAL ARTICLE published January 1999 in International Journal of Computer Mathematics

Authors: Festus O. Ekogbulu

https://doi.org/10.1080/00207169908804839 Actions

Efficient algorithms for Risk-Sensitive Markov Decision Processes with limited budget

JOURNAL ARTICLE published December 2021 in International Journal of Approximate Reasoning

Research funded by Fundação de Amparo à Pesquisa do Estado de São Paulo (18/11236-9) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (303920/2016-5,304012/2019-0,307979/2018-0,312331/2015-0,420669/2016-7)

Authors: Daniel A. Melo Moreira | Karina Valdivia Delgado | Leliane Nunes de Barros | Denis Deratani Mauá

https://doi.org/10.1016/j.ijar.2021.09.003 Actions

Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems

JOURNAL ARTICLE published April 2021 in International Journal of Robust and Nonlinear Control

Research funded by National Research Foundation of Korea (NRF‐2017R1A5A1015311)

Authors: Jun Moon

https://doi.org/10.1002/rnc.5358 Actions

Optimal Gradient Estimates for Parabolic Equations in Variable Exponent Spaces

JOURNAL ARTICLE published 2016 in International Mathematics Research Notices

Research funded by Korea government (MSIP) (2012-047030)

Authors: Sun-Sig Byun | Jihoon Ok

https://doi.org/10.1093/imrn/rnv219 Actions

CAPITAL COST ANALYSIS USING THE WEIGHTED AVERAGE COST OF CAPITAL (WACC) METHOD AT PT. KALBE FARMA TBK

JOURNAL ARTICLE published 5 May 2023 in International Journal of Multidisciplinary Research and Literature

Authors: Yuliah Yuliah | Leni Triana | Ina Khadijah | Raden Irna Afriani

https://doi.org/10.53067/ijomral.v2i3.122 Actions

An application of Markov chains in stock price prediction and risk portfolio optimization

PROCEEDINGS ARTICLE published 2021 in SEVENTH INTERNATIONAL CONFERENCE ON NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES 2020)

Authors: Vyara Kostadinova | Ivan Georgiev | Vesela Mihova | Velizar Pavlov

https://doi.org/10.1063/5.0041119 Actions

Some Solutions of Simplified Open Channel Flow Equations

JOURNAL ARTICLE published 2016 in International Journal of Fluid Mechanics Research

Authors: Sujit K. Bose

https://doi.org/10.1615/interjfluidmechres.v43.i2.10 Actions
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