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English	No label defined	scientific article

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scholarly article

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Rolando Cavazos-Cadena

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publication date

22 April 2010

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full work available at URL

https://eudml.org/doc/37699

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http://www.kybernetika.cz/content/2009/5/716

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zbMATH Keywords

possibly transient Markov chains

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discounted approach

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first return time

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uniqueness of solutions to the multiplicative Poisson equation

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MaRDI profile type

MaRDI publication profile

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Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

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Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

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Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach

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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space

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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

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Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space

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Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

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Risk-Sensitive Control on an Infinite Time Horizon

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Risk sensitive control of Markov processes in countable state space

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Risk-Sensitive Markov Decision Processes

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Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

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Markov decision processes with a new optimality criterion: Discrete time

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A Utility Criterion for Markov Decision Processes

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Average optimality for risk-sensitive control with general state space

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Risk-Sensitive Average Optimality in Markov Decision Chains

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3552449

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