Ergodic risk|sensitive control of Markov processes on countable ...

Ergodic risk-sensitive control of Markov processes on countable ...

Ergodic risk-sensitive control of Markov processes on countable state space revisited ... We consider a large family of discrete and continuous time controlled ...

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.

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 ...

PDF | 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 problem.

(PDF) Ergodic Risk-Sensitive Control of Markov Processes on ...

PDF | We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem.

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.

Ergodic risk-sensitive control of Markov processes on ... - Altmetric

Ergodic risk-sensitive control of Markov processes on countable state space revisited. Published in. ESAIM: Control, Optimisation & Calculus of Variations, May ...

arXiv:2104.04825v2 [math.OC] 1 Nov 2021

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem.

Risk sensitive control of Markov processes in countable state space

Under an additional weak geometric ergodicity condition and a small cost criterion, the existence of Nash equilibrium strategies in the class of stationary ...

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 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 ...

A new relative value iteration algorithm for the ergodic risk-sensitive ...

We propose a new, Jacobi-like relative value iteration algorithm for the infinite-horizon risk-sensitive control of discrete-time Markov chains with a ...

Markov decision processes with risk-sensitive criteria: an overview

The theory of Markov decision processes (MDPs) deals with stochastic, dynamic optimization problems. In the classical situation, the aim is to ...

Risk-sensitive optimal control for Markov decision - jstor

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

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 ...

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 ...

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

The literature assumes the state space of the underlying controlled Markov chain is countable, whereas ... ergodic control in Rn. J Reine. Angew Math 429 ...

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 ...