Pages that link to "Item:Q3169133"
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The following pages link to Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space (Q3169133):
Displaying 28 items.
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Average cost criterion induced by the regular utility function for continuous-time Markov decision processes (Q1677191) (← links)
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion (Q1694774) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- The vanishing discount approach in Markov chains with risk-sensitive criteria (Q2730247) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates (Q4631821) (← links)
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← 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)
- Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← links)
- The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space (Q5704149) (← links)
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- A discount vanishing approximation for Markov decision processes with risk sensitivity (Q6568945) (← links)
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (Q6652399) (← links)
