Pages that link to "Item:Q5214999"

The following pages link to Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999):

Displaying 20 items.

• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
• The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains (Q1774603) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
• Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
• Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• The vanishing discount approach in Markov chains with risk-sensitive criteria (Q2730247) (← links)
• Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space (Q3169133) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion (Q5476137) (← 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)
• Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
• Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)
• A discount vanishing approximation for Markov decision processes with risk sensitivity (Q6568945) (← links)
• The relationships between discounted and average criteria of stochastic games with prospect theory (Q6569375) (← links)
• Discrete time risk sensitive control problem (Q6569386) (← links)
• Blackwell optimality and policy stability for long-run risk-sensitive stochastic control (Q6652399) (← links)