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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

https://doi.org/10.1007/s00186-016-0550-4 Actions

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

https://doi.org/10.1007/s00186-022-00779-9 Actions

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

https://doi.org/10.1007/s00186-024-00857-0 Actions

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

https://doi.org/10.1007/s00186-008-0277-y Actions

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

https://doi.org/10.1007/s00186-009-0285-6 Actions

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

https://doi.org/10.1007/s00186-022-00802-z Actions

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

https://doi.org/10.1007/s00186-006-0092-2 Actions

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

https://doi.org/10.1007/s00186-020-00732-8 Actions

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

https://doi.org/10.1007/s00186-015-0496-y Actions

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

https://doi.org/10.1007/s00186-011-0367-0 Actions

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

https://doi.org/10.1007/s00186-021-00746-w Actions

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

https://doi.org/10.1007/s001860400361 Actions

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

https://doi.org/10.1007/s001860400408 Actions

Risk sensitive impulse control of non-Markovian processes

JOURNAL ARTICLE published August 2011 in Mathematical Methods of Operations Research

Authors: Ibtissam Hdhiri | Monia Karouf

https://doi.org/10.1007/s00186-010-0338-x Actions

A note on ‘monotone optimal policies for markov decision processes’

JOURNAL ARTICLE published December 1978 in Mathematical Programming

Authors: Dieter Kalin

https://doi.org/10.1007/bf01609021 Actions

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

https://doi.org/10.1007/s00186-019-00689-3 Actions

An axiomatic approach to Markov decision processes

JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research

Authors: Adam Jonsson

https://doi.org/10.1007/s00186-022-00806-9 Actions

Markov decision processes under observability constraints

JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research

Authors: Yasemin Serin | Vidyadhar Kulkarni

https://doi.org/10.1007/s001860400402 Actions

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

https://doi.org/10.1007/s001860400372 Actions

Multicriteria impulsive control of jump Markov processes

JOURNAL ARTICLE published September 2004 in Mathematical Methods of Operational Research

Authors: A. B. Piunovskiy

https://doi.org/10.1007/s001860400355 Actions
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