Pages that link to "Item:Q4943712"
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The following pages link to Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon (Q4943712):
Displaying 33 items.
- On risk sensitive control of regular step Markov processes (Q4548949) (← links)
- The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
- On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
- Markov decision processes under ambiguity (Q4989141) (← links)
- (Q4998920) (← links)
- Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (Q5050078) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
- A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
- Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425) (← links)
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
- Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)
- Average criteria in denumerable semi-Markov decision chains under risk-aversion (Q6080677) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Risk-sensitivity vanishing limit for controlled Markov processes (Q6186677) (← links)
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces (Q6550283) (← links)
- Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
- A discount vanishing approximation for Markov decision processes with risk sensitivity (Q6568945) (← links)
- Discrete time risk sensitive control problem (Q6569386) (← links)
- Risk-sensitive average Markov decision processes in general spaces (Q6576862) (← links)
- Denumerable Markov stopping games with risk-sensitive total reward criterion. (Q6584493) (← links)
- Entropic risk for turn-based stochastic games (Q6647757) (← links)
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (Q6652399) (← links)
