Pages that link to "Item:Q1974577"

The following pages link to Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions (Q1974577):

Displaying 34 items.

• Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
• Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
• Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
• Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
• Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293) (← links)
• A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
• Existence of risk-sensitive optimal stationary policies for controlled Markov processes (Q1808696) (← links)
• Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach (Q1812296) (← links)
• Stochastic optimization of forward recursive functions (Q1826762) (← links)
• Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013) (← links)
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
• A note on risk-sensitive control of invariant models (Q2382591) (← links)
• Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
• Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Risk-sensitive probability for Markov chains (Q2504548) (← links)
• Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
• An optimality system for finite average Markov decision chains under risk-aversion (Q2893935) (← links)
• About stability of risk-seeking optimal stopping (Q2925640) (← links)
• (Q3552449) (← links)
• Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion (Q4548935) (← links)
• Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
• Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost (Q5704070) (← links)
• Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
• Conditions for no breakdown and Bellman equations of risk-sensitive control (Q5926212) (← links)
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
• Average criteria in denumerable semi-Markov decision chains under risk-aversion (Q6080677) (← links)
• Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)