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Risk Sensitive Markov Decision Processes

BOOK CHAPTER published 1997 in Systems and Control in the Twenty-First Century

Authors: S. I. Marcus | E. Fernández-Gaucherand | D. Hernández-Hernández | S. Coraluppi | P. Fard

Risk sensitive control of Markov processes in countable state space

JOURNAL ARTICLE published November 1996 in Systems & Control Letters

Authors: Daniel Hernandez-Hernández | Steven I. Marcus

Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

JOURNAL ARTICLE published December 1990 in Systems & Control Letters

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

Duality between large deviation control and risk-sensitive control for Markov decision processes

JOURNAL ARTICLE published April 2023 in Systems & Control Letters

Authors: Yanan Dai | Jinwen Chen

Risk-sensitive probability for Markov chains

JOURNAL ARTICLE published May 2005 in Systems & Control Letters

Authors: Vahid Reza Ramezani | Steven I. Marcus

Fluid Approximations to Markov Decision Processes with Local Transitions

BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications

Authors: Alexey Piunovskiy | Yi Zhang

The Role of Discount Factor in Risk Sensitive Markov Decision Processes

PROCEEDINGS ARTICLE published October 2016 in 2016 5th Brazilian Conference on Intelligent Systems (BRACIS)

Authors: Valdinei Freire

Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space

JOURNAL ARTICLE published April 2009 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Infinite horizon risk sensitive control of discrete time Markov processes with small risk

JOURNAL ARTICLE published May 2000 in Systems & Control Letters

Authors: G.B.Di Masi | Ł. Stettner

Average cost optimal policies for Markov control processes with Borel state space and unbounded costs

JOURNAL ARTICLE published November 1990 in Systems & Control Letters

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

Markov Decision Processes

OTHER published 31 May 2022 in Control Systems and Reinforcement Learning

Adaptive control of service in queueing systems

JOURNAL ARTICLE published November 1983 in Systems & Control Letters

Authors: Onésimo Hernández-Lerma | Steven I Marcus

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces

JOURNAL ARTICLE published December 2019 in Discrete Event Dynamic Systems

Research funded by National Natural Science Foundation of China (61773411) | National Natural Science Foundation of China (61673019)

Authors: Xianping Guo | Junyu Zhang

A Discount Vanishing Approximation for Markov Decision Processes with Risk Sensitivity

JOURNAL ARTICLE published 15 April 2024 in Journal of Dynamical and Control Systems

Research funded by National Natural Science Foundation of China (11671226)

Authors: Tanhao Huang | Xiaoyang Lu | Jinwen Chen

Markov Decision Processes and the Total Reward Criterion

BOOK CHAPTER published in Lecture Notes in Economics and Mathematical Systems

Target-sensitive control of Markov and semi-Markov processes

JOURNAL ARTICLE published October 2011 in International Journal of Control, Automation and Systems

Authors: Abhijit Gosavi

Continuous-Time Controlled Jump Markov Processes on the Finite Horizon

BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications

Authors: Mrinal K. Ghosh | Subhamay Saha

“Super-overtaking” optimal policies for Markov control processes

JOURNAL ARTICLE published June 1997 in Systems & Control Letters

Authors: Evgueni Gordienko

Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution

JOURNAL ARTICLE published October 1987 in Systems & Control Letters

Authors: Onésimo Hernández-Lerma | Steven I Marcus

Robust Adaptive Markov Decision Processes: Planning with Model Uncertainty

JOURNAL ARTICLE published October 2012 in IEEE Control Systems