- Ergodic Risk|Sensitive Control of Markov Processes on Countable ...🔍
- Ergodic risk|sensitive control of Markov processes on countable ...🔍
- [2410.17205] Ergodic Risk Sensitive Control of Markovian Multiclass ...🔍
- Ergodic Risk Sensitive Control of Markovian Multiclass Many|Server ...🔍
- On Risk|Sensitive Ergodic Impulsive Control of Markov Processes🔍
- Risk|Sensitive Control of Discrete|Time Markov Processes with ...🔍
- Risk|Sensitive Ergodic Control of Continuous Time Markov ...🔍
- [PDF] Risk|Sensitive Markov Control Processes🔍
[PDF] Ergodic risk|sensitive control of Markov processes on ...
Ergodic Risk-Sensitive Control of Markov Processes on Countable ...
Abstract:We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive ...
Ergodic risk-sensitive control of Markov processes on countable ...
Keywords and phrases: Risk-sensitive control, ergodic cost criterion, stochastic representation, verification result, Markov decision problem, near-monotone ...
Ergodic risk-sensitive control of Markov processes on countable ...
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem.
(PDF) Ergodic Risk-Sensitive Control of Markov Processes on ...
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization ...
(PDF) Ergodic risk-sensitive control of Markov processes on ...
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem.
[2410.17205] Ergodic Risk Sensitive Control of Markovian Multiclass ...
In particular, we show that the optimal ERSC value associated with the diffusion-scaled queueing process converges to that of the limiting ...
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 ...
On Risk-Sensitive Ergodic Impulsive Control of Markov Processes
Impulsive control, Risk-sensitive long-run average cost, Controlled. Markov processes, Bellman equation. AMS Classification. Primary 93E20, Secondary 93C40, ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
In this paper we study existence of solutions to the Bellman equation corresponding to risk-sensitive ergodic control of discrete-time Markov processes using ...
Risk-Sensitive Ergodic Control of Continuous Time Markov ...
Here, we investigate the risk-sensitive control problem for continuous time Markov chains under the same set of conditions, that is, we study risk-sensitive ...
[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 Markov processes in countable state space
In this paper we consider infinite horizon risk-sensitive control of Markov processes with discrete time and 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 ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
Abstract. In this paper we study existence of solutions to the Bellman equation corresponding to risk-sensitive ergodic control of discrete-time Markov ...
Infinite horizon risk sensitive control of discrete time Markov ...
Existence of solutions to multiplicative Poisson equation is shown. Approximation by uniformly ergodic controlled Markov processes is intro- duced, which allows ...
Ergodic Risk Sensitive Control of Diffusions under a General ...
We then use the existing results in the case of inf-compact running cost to characterize the optimal Markov controls among all the admissible ...
Risk sensitive control of finite state Markov chains in discrete time ...
The former one develops multiplicative ergodic theory for irreducible Markov chains. The latter one applies this theory to a risk sensitive control problem.
Ergodic risk-sensitive control—A survey - ScienceDirect.com
Given a controlled stochastic process X = { X t } on a state space S , controlled by the process ζ , the ergodic risk-sensitive cost is defined as ≔ E x ( c , ζ ) ...
Risk-Sensitive Ergodic Control of Continuous Time Markov ...
Using multiplicative dynamic programming principle along with the atomic structure of the state dynamics, we prove the existence and a characterization of ...
On Risk-Sensitive Ergodic Impulsive Control of Markov Processes
Impulsive control of continuous-time Markov processes with risk- sensitive long-run average cost is considered. The most general impulsive ...