Pages that link to "Item:Q1015761"
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The following pages link to Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761):
Displaying 12 items.
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
- On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions (Q1416787) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790) (← links)
- Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case (Q2267556) (← links)
- Phase transitions for controlled Markov chains on infinite graphs (Q2796102) (← links)
- (Q3552449) (← links)
- On the probabilistic multichain Poisson equation (Q4548946) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (Q6652399) (← links)
