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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

https://doi.org/10.1007/s00245-009-9096-7 Actions

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

https://doi.org/10.1007/s00245-010-9100-2 Actions

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

https://doi.org/10.1007/s00245-010-9119-4 Actions

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

https://doi.org/10.1007/s00245-001-0026-6 Actions

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

https://doi.org/10.1007/s00245-018-9485-x Actions

Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

https://doi.org/10.1007/s00245-020-09690-3 Actions

Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published June 2021 in Journal of Applied Probability

Authors: Xin Guo | Yonghui Huang

https://doi.org/10.1017/jpr.2020.105 Actions

Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost

JOURNAL ARTICLE published December 2013 in Applied Mathematics & Optimization

Authors: K. Suresh Kumar | Chandan Pal

https://doi.org/10.1007/s00245-013-9208-2 Actions

Detecting optimal and non-optimal actions in average-cost Markov decision processes

JOURNAL ARTICLE published December 1994 in Journal of Applied Probability

Authors: Jean B. Lasserre

https://doi.org/10.1017/s0021900200099502 Actions

Monotone Optimal Policies for Left-Skip-Free Markov Decision Processes

BOOK CHAPTER published 1999 in International Series in Operations Research & Management Science

Authors: Shaler Stidham | Richard R. Weber

https://doi.org/10.1007/978-1-4615-5191-1_13 Actions

Detecting optimal and non-optimal actions in average-cost Markov decision processes

JOURNAL ARTICLE published December 1994 in Journal of Applied Probability

Authors: Jean B. Lasserre

https://doi.org/10.2307/3215322 Actions

Near—Optimal Risk—Sensitive Control

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

https://doi.org/10.1007/0-387-27615-7_10 Actions

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

https://doi.org/10.1007/s00245-009-9080-2 Actions

Optimal stationary strategies in leavable Markov decision processes

JOURNAL ARTICLE published March 1990 in Journal of Applied Probability

Authors: Matthias Fassbender

https://doi.org/10.1017/s0021900200038481 Actions

Optimal stationary strategies in leavable Markov decision processes

JOURNAL ARTICLE published March 1990 in Journal of Applied Probability

Authors: Matthias Fassbender

https://doi.org/10.2307/3214601 Actions

Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes

JOURNAL ARTICLE published 19 November 1999 in Applied Mathematics and Optimization

Authors: D. Hernández-Hernández

https://doi.org/10.1007/s002459900126 Actions

Optimal Control of Markov Processes: Classical Solutions

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

https://doi.org/10.1007/0-387-31071-1_3 Actions

A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1214/105051604000000585 Actions

On Modeling Risk in Markov Decision Processes

BOOK CHAPTER published 2001 in Applied Optimization

Authors: Steve Levitt | Adi Ben-Israel

https://doi.org/10.1007/978-1-4757-6099-6_3 Actions

Risk-sensitive and risk-neutral control for continuous-time hidden Markov models

JOURNAL ARTICLE published July 1996 in Applied Mathematics & Optimization

Authors: M. R. James | R. J. Elliott

https://doi.org/10.1007/bf01182472 Actions
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