Pages that link to "Item:Q2873849"
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The following pages link to Risk-sensitive Markov control processes (Q2873849):
Displaying 47 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Dynamic risk control in multidimensional Markov models (Q722040) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Prospect-theoretic Q-learning (Q2242939) (← links)
- Mathematical models of risk control for regenerating Markov processes (Q2287420) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- Risk-sensitive probability for Markov chains (Q2504548) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- On modeling risk in Markov decision processes. (Q2776665) (← links)
- Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Risk-sensitive optimal control of hidden Markov models: structural results (Q4368700) (← links)
- 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)
- A new approach to risk sensitivity (Q4684044) (← links)
- (Q4998920) (← links)
- Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (Q5050078) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria (Q5215025) (← links)
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
- Risk-Sensitive Reinforcement Learning (Q5383780) (← links)
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost (Q5704070) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type (Q6116666) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
