- Successive approximations in partially observable controlled ...🔍
- Risk|Sensitive Markov Control Processes🔍
- A characterization of the optimal risk|sensitive average cost in finite ...🔍
- VANISHING DISCOUNT APPROXIMATIONS IN CONTROLLED ...🔍
- [PDF] Risk|Sensitive Markov Control Processes🔍
- Risk|Sensitive Control of Discrete|Time Markov Processes with ...🔍
- Nonstationary value iteration in controlled Markov chains with risk ...🔍
- Controlled Semi|Markov Chains with Risk|Sensitive Average Cost ...🔍
Controlled Markov chains with risk|sensitive criteria
Successive approximations in partially observable controlled ...
Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion · Full Article · Figures & data · References ...
Risk-Sensitive Markov Control Processes - SIAM Publications Library
We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known ...
A characterization of the optimal risk-sensitive average cost in finite ...
This work concerns controlled Markov chains with finite state and action spaces. ... criterion associated to a positive, but otherwise arbitrary, risk ...
VANISHING DISCOUNT APPROXIMATIONS IN CONTROLLED ...
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. Math. Meth. Operat. Res. 70 ...
[PDF] Risk-Sensitive Markov Control Processes - Semantic Scholar
A general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known concepts of ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
1. Rolando Cavazos‐Cadena, Emmanuel Fernández‐Gaucherand, Controlled Markov chains with risk‐sensitive criteria: average cost, optimality equations, and optimal ...
Nonstationary value iteration in controlled Markov chains with risk ...
Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion - Volume 42 Issue 4.
Controlled Semi-Markov Chains with Risk-Sensitive Average Cost ...
This work concerns with semi-Markov decision chains on a finite state space. Assuming that the controller has a constant and positive risk-sensitive ...
Controlled Markov Chains with Exponental Risk-sensitive Criteria ...
Title, Controlled Markov Chains with Exponental Risk-sensitive Criteria : Modularity, Structure Policies and Applications (PHD).
Controlled Markov Chains With Risk-sensitive Exponential Average ...
new optimality criterion: discrete time. The Annals of. Statistics, 1:496-505, September 1973. [9] S. C. Jaquette. A utility criterion for Markov decision ...
Successive approximations in partially observable controlled ...
Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion ; The sequence { V ; (i) ; Let {θ ; First, equation ...
A Markov chain satisfying the drift criterion. (2) with C norm-like and Φ irreducible is V -uniformly ergodic (see [16] for notation and related ...
Markov decision processes under risk sensitivity - OUCI
List of references · Arapostathis, Discrete-time controlled Markov processes with average cost criterion: a survey, SIAM J. · Balaji, Multiplicative ergodicity ...
Risk-Sensitive Markov Control Processes - ProQuest
Abstract. We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize ...
Ergodic risk-sensitive control of Markov processes on countable ...
W.J. Anderson, Continuous-time Markov chains, Springer Series in Statistics: Probability and its Applications. Springer-Verlag, New York (1991).
What are some modern books on Markov Chains with plenty of good ...
... risk processes. In case you are more interested in stochastic control, there is an old book, from 1971 by H. Kushner which is considered a ...
Markov decision processes with risk-sensitive criteria: an overview
AbstractThe paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to ...
Risk-sensitive average optimality in Markov decision processes
Fernandez-Gaucherand: Controlled Markov chains with risk- sensitive criteria: average cost, optimality equations and optimal solutions. Math. Methods. Oper. Res ...
Controlled Markov Chains with AVaR Criteria for Unbounded Costs
Abstract. In this paper, we consider the control problem with the Average-Value-at-Risk (AVaR) criteria of the possibly unbounded $L^{1}$-costs in infinite ...
Zero-sum stochastic games in continuous-time with risk-sensitive ...
We consider zero-sum stochastic games in continuous time with controlled Markov chains and with risk-sensitive average cost criterion.