Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost

JOURNAL ARTICLE published February 2002 in Mathematics of Operations Research

Authors: V. S. Borkar | S. P. Meyn

Risk sensitive dynamic programming with unbounded cost

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: S. Balaji | V.S. Borkar | S.P. Meyn

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Authors: Qingda Wei

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published 1 April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

Oja’s algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control

JOURNAL ARTICLE published October 2012 in Automatica

Authors: V. Borkar | S.P. Meyn

Risk-constrained Markov decision processes

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

Authors: Vivek Borkar | Rahul Jain

Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published October 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published December 2019 in 4OR

Research funded by Natural Science Foundation of Guangdong Province (2014A030313438) | Zhujiang New Star (201506010056) | Guangdong Province outstanding young teacher training plan (YQ2015050)

Authors: Xin Guo | Qiuli Liu | Yi Zhang

Erratum to: Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published December 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Erratum to: Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published October 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Markov risk mappings and risk-sensitive optimal prediction

JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research

Research funded by Engineering and Physical Sciences Research Council (EP/P002625/1) | Lloyd’s Register Foundation (G0095) | Engineering and Physical Sciences Research Council (EP/R014604/1,EP/N013492/1)

Authors: Tomasz Kosmala | Randall Martyr | John Moriarty

Markov control processes with randomized discounted cost

JOURNAL ARTICLE published 15 February 2007 in Mathematical Methods of Operations Research

Authors: Juan González-Hernández | Raquiel R. López-Martínez | J. Rubén Pérez-Hernández

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

JOURNAL ARTICLE published April 2021 in Mathematical Methods of Operations Research

Research funded by Fapesp (2014/50279-4,2014/50851-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304149/2019-5)

Authors: O. L. V. Costa | F. Dufour

Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes

JOURNAL ARTICLE published November 2022 in Operational Research

Research funded by National Natural Science Foundation of China (11931018) | Universidade de Macau (MYRG2019-00031-FBA) | Basic and Applied Basic Research Foundation of Guangdong Province (2021A1515010057)

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

Convex Analytic Methods in Markov Decision Processes

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Vivek S. Borkar

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez