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

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 control of discrete time partially observed Markov processes with infinite horizon

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

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

Some results on risk sensitive adaptive control of discrete time Markov processes

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

Authors: T.E. Duncan | B. Pasik-Duncan | L. Stettner