Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 5 of 4773 results
Sort by: relevance publication year

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

A model for multi-time scaled sequential decision making processes

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

Authors: P. Fard | S.I. Marcus | M.A. Shayman

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

JOURNAL ARTICLE published 18 October 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Tomasz Bielecki | Daniel Hernández-Hernández | Stanley R. Pliska

The Linear Programming Formulation

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

Average Reward Criterion

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Discounted Reward Criterion

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

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

Constrained Average Cost Markov Control Processes in Borel Spaces

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Juan González-Hernández | Raquiel R. López-Martínez

Markov Decision Processes: The Noncompetitive Case

BOOK CHAPTER published 1997 in Competitive Markov Decision Processes

Authors: Jerzy Filar | Koos Vrieze

On stochastic dynamic programming:. A bridge between Markov decision processes and gambling

BOOK CHAPTER published 31 December 1989 in Markov Processes and Control Theory

Authors: M. Schäl

Risk-Sensitive Probability for Markov Chains

REPORT published 17 September 2002

Authors: Vahid R. Ramezani | Steven I. Marcus

Risk-constrained Markov decision processes

PROCEEDINGS ARTICLE published December 2010 in 49th IEEE Conference on Decision and Control (CDC)

Authors: Vivek Borkar | Rahul Jain

Variance Minimization

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Long-Run Average-Cost Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

Infinite-Horizon Discounted-Cost Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

Parameter Estimation in MCM’s

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

JOURNAL ARTICLE published April 1999 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

Risk-sensitive control of Markov chains and differential games

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

Authors: T. Runolfsson