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- Infinite Horizon Risk Sensitive Control of Discrete Time Markov ...🔍
- Risk|Sensitive Optimal Control for Markov Decision Processes with ...🔍
- Risk Sensitive Optimal Control for Markov Decision Processes with ...🔍
- On the policy improvement algorithm for ergodic risk|sensitive control🔍
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- Zero|sum risk|sensitive stochastic games on a countable state space🔍
Ergodic risk|sensitive control of Markov processes on countable ...
[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 ...
Infinite Horizon Risk Sensitive Control of Discrete Time Markov ...
Existence of solutions to the multiplicative Poisson equation is shown. Approximation by uniformly ergodic controlled Markov processes is introduced, which ...
Risk-Sensitive Optimal Control for Markov Decision Processes with ...
The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space.
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 ...
On the policy improvement algorithm for ergodic risk-sensitive control
In this article we consider the ergodic risk-sensitive control problem for a large class of multidimensional controlled diffusions on the ...
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable ...
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states ...
Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable ...
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with ...
Zero-sum stochastic games in continuous-time with risk-sensitive ...
A. Biswas and S. Pradhan, Ergodic risk-sensitive control of Markov processes on countable state space revisited, ESAIM J. Control Optim Cal. Variations, 28 ...
Zero-sum risk-sensitive stochastic games on a countable state space
Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are ...
Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server ...
In particular, we show that the optimal ERSC value associated with the diffusion-scaled queueing process converges to that of the limiting ...
A Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the ...
Controlled Markov chains with constraints | Sādhanā - SpringerLink
We consider the ergodic control of a Markov chain on a countable state space with a compact action space in presence of finitely many (say,m) ergodic const.
discrete-time controlled markov processes with average cost ...
The average cost criterion (equivalently, the long-run average or ergodic cost) is a popular criterion for optimization of stochastic dynamical systems over an ...
Discrete-time zero-sum games for Markov chains with risk-sensitive ...
These papers used eigenvalue approach to study risk-sensitive ergodic control problem. Ergodic problem for controlled Markov processes refers to ...
Markov decision processes with risk-sensitive criteria: an overview
Biswas A, Pradhan S (2022) Ergodic risk-sensitive control of Markov processes on countable state space revisited. ESAIM: Control Optim Cal Variat 28:26 ...
spectral theory and limit theorems for geometrically ergodic markov ...
a discrete-time Markov chain with a countable state space X. ... ergodic theorem for countable ... Some results and problems in risk sensitive stochastic control.
Zero-sum Risk-sensitive Stochastic Games for Continuous Time ...
Abstract. We study infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled continuous time Markov chains ...
which gives criteria for exponential ergodicity for a Markov process on a countable ... y2H(dy) < c. Jo. Intuitively, this says that all ergodic risk processes ...
geometrically ergodic markov chains - math.leidenuniv.nl
Uniform geometric recurrence of Markov decision chains. III. Linear programming and constrained optimal control of queues. Each part has its own introduction, ...
Ergodic switching control for diffusion-type processes
We consider the control of the discrete component n t of a switching Markov process x t = ( z t , n t ) when there is a running cost and an immediate cost c ...