Controlled Markov chains with risk|sensitive criteria

Controlled Markov chains with risk-sensitive criteria: some (counter ...

Controlled Markov chains with risk-sensitive criteria: some (counter) examples. Abstract: The paper is concerned with risk-sensitive versions of the standard ...

Controlled Markov chains with risk-sensitive criteria: Average cost ...

We study controlled Markov chains with denumerable state space and bounded costs per stage. A (long-run) risk-sensitive average cost criterion, associated.

Recent results in controlled Markov chains with risk sensitive ...

Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach ... Abstract: Countable state space Markov cost/ ...

Controlled Markov chains with risk-sensitive average cost criterion

Controlled Markov chains with risk-sensitive average cost criterion ; dc.contributor.advisor, Greenlee, Wilfred M. · en_US ; dc.contributor.author, Brau Rojas, ...

Controlled Markov chains with risk-sensitive criteria: Average cost ...

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions*. Rolando Cavazos-Cadena1, , Emmanuel Ferna ...

RECENT RESULTS IN CONTROLLED MARKOV CHAINS WITH ...

2.2 Risk–Sensitive. Performance. Criteria. Throughout the remainder {X~ } is a Markov chain on a denumerable set S. The transition mechanism is assumed to be ...

Controlled Markov chains with risk-sensitive criteria - IDEAS/RePEc

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions · Author · Abstract · Suggested Citation · Download ...

Controlled Markov chains with exponential risk-sensitive criteria

The optimal control problem for CMC's with a countable state space, and with a general action space, is studied for (exponential) total and discounted risk- ...

[PDF] Controlled Markov chains with risk-sensitive criteria: Average ...

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case · Mathematics. Proceedings of the 40th IEEE Conference on… · 2001.

[1110.6317] Risk-sensitive Markov control processes - arXiv

Abstract:We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel ...

(PDF) Recent results in controlled Markov chains with risk sensitive ...

This work concerns Markov decision chains on a denumerable state space endowed with a bounded cost function. The performance of a control policy is assessed by ...

Discrete-time zero-sum games for Markov chains with risk-sensitive ...

We address a risk-sensitive discrete-time zero-sum game with long-run (or ergodic) cost criterion where the underlying state dynamics is given by a controlled ...

Risk-sensitive average optimality in Markov decision processes

In this note attention is focused on finding policies optimizing risk-sensitive optimality criteria in Markov decision chains. To this end we assume that the ...

Risk sensitive control of finite state Markov chains in discrete time ...

identical to the criterion studied in the risk sensitive Markov control literature. Hence the third step, the application of the discrete time risk ...

Vanishing discount approximations in controlled Markov chains with ...

This work concerns Markov decision chains on a finite state space. The decision-maker has a constant and nonnull risk sensitivity ...

(PDF) Controlled Markov chains with discounted risk-sensitive ...

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement.

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost ...

This work concerns with semi-Markov decision chains on a finite state space. ... Additionally, if the underlying Markov chain is communicating, then it is proved ...

The risk-sensitive Poisson equation for a communicating Markov ...

Discrete-time controlled Markov processes with average cost criteria: a survey, SIAM J. · Controlled Markov chains with a risk-sensitive criteria: some ...

Risk-Sensitive Optimal Control for Markov Decision Processes with ...

ergodic theory and more recently developed multiplicative ergodic theory for Markov chains. A Markov chain satisfying the drift criterion (2) with C norm-like ...

Markov decision processes under risk sensitivity - ScienceDirect.com

In this paper, we consider the problem of optimal control of discrete-time Markov decision chains with risk sensitivity. The risk-sensitive average criterion ...