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 Control with Near Monotone Cost

JOURNAL ARTICLE published October 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 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

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

Q-Learning for Risk-Sensitive Control

JOURNAL ARTICLE published May 2002 in Mathematics of Operations Research

Authors: V. S. Borkar

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

The optimal probability of the risk for finite horizon partially observable Markov decision processes

JOURNAL ARTICLE published 2023 in AIMS Mathematics

Authors: Xian Wen | Haifeng Huo | Jinhua Cui

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena

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

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

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

The Complexity of Decentralized Control of Markov Decision Processes

JOURNAL ARTICLE published November 2002 in Mathematics of Operations Research

Authors: Daniel S. Bernstein | Robert Givan | Neil Immerman | Shlomo Zilberstein

More Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published February 2014 in Mathematics of Operations Research

Authors: Nicole Bäuerle | Ulrich Rieder

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

Partially Observable Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published November 2017 in Mathematics of Operations Research

Authors: Nicole Bäauerle | Ulrich Rieder

Optimal control of discrete event systems: I

BOOK CHAPTER published in Advances in Mechanics and Mathematics

Optimal control of discrete event systems: II

BOOK CHAPTER published in Advances in Mechanics and Mathematics

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

Optimal control of semi-Markov processes with a backward stochastic differential equations approach

JOURNAL ARTICLE published March 2017 in Mathematics of Control, Signals, and Systems

Authors: Elena Bandini | Fulvia Confortola

Weak Markov processes as linear systems

JOURNAL ARTICLE published September 2015 in Mathematics of Control, Signals, and Systems

Authors: Rolf Gohm