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Linear and Dynamic Programs for Risk-Sensitive Cost Minimization

PROCEEDINGS ARTICLE published 14 December 2021 in 2021 60th IEEE Conference on Decision and Control (CDC)

Authors: Ari Arapostathis | Vivek S. Borkar

Markov Decision Processes with Average-Value-at-Risk criteria

JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Jonathan Ott

Minimizing spectral risk measures applied to Markov decision processes

JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Alexander Glauner

Risk-Constrained Markov Decision Processes

JOURNAL ARTICLE published September 2014 in IEEE Transactions on Automatic Control

Research funded by NSF (IIS-0917410) | NSF CAREER Award (CNS-0954116) | ONR Young Investigator Award (N000141210766)

Authors: Vivek Borkar | Rahul Jain

Equivalence classes for optimizing risk models in Markov decision processes

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Yoshio Ohtsubo | Kenji Toyonaga

Linear and dynamic programming approaches to degenerate risk-sensitive reward processes

PROCEEDINGS ARTICLE published December 2017 in 2017 IEEE 56th Annual Conference on Decision and Control (CDC)

Authors: Vivek S. Borkar

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

Verification of Markov Decision Processes with Risk-Sensitive Measures

PROCEEDINGS ARTICLE published June 2018 in 2018 Annual American Control Conference (ACC)

Authors: Murat Cubuktepe | Ufuk Topcu

Optimal control of average reward constrained continuous-time finite Markov decision processes

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

Authors: E.A. Feinberg

Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost

JOURNAL ARTICLE published 1998 in Applicationes Mathematicae

Authors: V. Borkar | S. Associate

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu | Xianping Guo | Yonglong Dai

A unified framework for risk-sensitive Markov control processes

PROCEEDINGS ARTICLE published December 2014 in 53rd IEEE Conference on Decision and Control

Authors: Yun Shen | Wilhelm Stannat | Klaus Obermayer

Learning Algorithms for Markov Decision Processes with Average Cost

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: J. Abounadi | D. Bertsekas | V. S. Borkar

Ordinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control Cost

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Research funded by Agence Nationale de la Recherche (ANR-16-CEO5-0008) | National Science Foundation (1609131,CPS-1259040)

Authors: Ana Bušić | Sean Meyn

Risk sensitive impulse control of non-Markovian processes

JOURNAL ARTICLE published August 2011 in Mathematical Methods of Operations Research

Authors: Ibtissam Hdhiri | Monia Karouf

Cost-Optimal Control of Markov Decision Processes Under Signal Temporal Logic Constraints

PROCEEDINGS ARTICLE published 20 December 2021 in 2021 Seventh Indian Control Conference (ICC)

Research funded by National Science Foundation (NSF) (1839842,1846524) | Office of Naval Research (ONR) (N00014-20-1-2258) | Defense Advanced Research Projects Agency (DARPA) (HR00112010003)

Authors: Krishna C. Kalagarla | Rahul Jain | Pierluigi Nuzzo

Q-Learning for Risk-Sensitive Control

JOURNAL ARTICLE published May 2002 in Mathematics of Operations Research

Authors: V. S. Borkar

Average cost Markov decision processes under the hypothesis of Doeblin

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Masami Kurano

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

On the optimality equation for average cost Markov decision processes and its validity for inventory control

JOURNAL ARTICLE published October 2022 in Annals of Operations Research

Authors: Eugene A. Feinberg | Yan Liang