Pages that link to "Item:Q4943712"

The following pages link to Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon (Q4943712):

Displaying 50 items.

• Long run risk sensitive portfolio with general factors (Q283999) (← links)
• Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
• Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae (Q424504) (← links)
• Optimal halting policies in Markov population decision chains with constant risk posture (Q490217) (← links)
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
• Risk sensitive control of diffusions with small running cost (Q647494) (← links)
• Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
• Risk-sensitive dividend problems (Q726241) (← links)
• Zero-sum risk-sensitive stochastic games (Q730353) (← links)
• Remarks on risk-sensitive control problems (Q816965) (← links)
• Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
• Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes (Q1295095) (← links)
• Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
• Risk-sensitive control of stochastic hybrid systems on infinite time horizon (Q1570013) (← links)
• Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293) (← links)
• Risk-sensitive control of an ergodic diffusion over an infinite horizon (Q1600581) (← links)
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← 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-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← 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)
• Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← 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)
• Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013) (← links)
• A note on risk-sensitive control of invariant models (Q2382591) (← links)
• Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← 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)
• A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
• Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
• On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• Risk-sensitive Markov control processes (Q2873849) (← 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)
• Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
• Constant risk aversion in stochastic contests with exponential completion times (Q3120604) (← links)
• (Q3552449) (← links)
• Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes (Q4507087) (← links)