Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces

JOURNAL ARTICLE published 31 December 2024 in Stochastics

Research funded by National Key Research and Development Program of China (2022YFA1004600) | National Natural Science Foundation of China (12301170)

Authors: Xin Guo

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

Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

JOURNAL ARTICLE published 4 March 2015 in Stochastics

Authors: François Dufour | Tomás Prieto-Rumeau

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