- Markov decision processes under risk sensitivity🔍
- Markov decision processes with risk|sensitive criteria🔍
- Risk|Sensitive Markov Decision Processes🔍
- Markov Decision Processes with Risk|Sensitive Criteria🔍
- more risk|sensitive markov decision processes🔍
- Risk|sensitive Markov Decision Process and Learning under ...🔍
- Risk|Sensitive Average Markov Decision Processes in General ...🔍
- Risk‐sensitive Markov decision processes with long‐run CVaR ...🔍
Markov decision processes under risk sensitivity
Markov decision processes under risk sensitivity - ScienceDirect.com
Abstract. This paper considers Markov decision processes (MDPs) with risk-sensitivity. The aim is to explore the effects of state transience and ...
Markov decision processes with risk-sensitive criteria: an overview
The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes.
Risk-Sensitive Markov Decision Processes - jstor
MATHESONt? This paper considers the maximization of certain equivalent reward generated by a Markov decision process with constant risk sensitivity. First, ...
Markov decision processes under risk sensitivity - ScienceDirect.com
A vanishing discount approach is investigated. The approximating system is the MDP evaluated by the usual discounted exponential utility. After being ...
Markov Decision Processes with Risk-Sensitive Criteria: An Overview
Title:Markov Decision Processes with Risk-Sensitive Criteria: An Overview ; Subjects: Risk Management (q-fin.RM) ; Cite as: arXiv:2311.06896 [q- ...
Markov decision processes with risk-sensitive criteria: an overview
The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers ...
We show that this optimization problem can be solved by an ordinary MDP with extended state space and give conditions under which an optimal policy exists. In ...
Risk-Sensitive Markov Decision Processes - SpringerLink
Risk-sensitive Markov decision processes are a generalization of such models, taking into account higher-order moments as well by aiming at a ...
Risk-sensitive Markov Decision Process and Learning under ... - arXiv
In this paper, we consider a scenario where the decision-maker seeks to optimize a general utility function of the cumulative reward in the framework of a ...
Markov decision processes with risk-sensitive criteria: an overview
We restrict our considerations to stationary problems with an infinite time horizon. Conditions are given under which optimal policies exist and ...
Risk-Sensitive Markov Decision Processes | Management Science
This paper considers the maximization of certain equivalent reward generated by a Markov decision process with constant risk sensitivity.
Risk-Sensitive Markov Decision Processes - ACM Digital Library
This paper considers the maximization of certain equivalent reward generated by a Markov decision process with constant risk sensitivity.
Markov decision processes with risk-sensitive criteria: an overview
The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use ...
Risk-Sensitive Average Markov Decision Processes in General ...
In this paper we study discrete-time Markov decision processes with Borel state and action spaces under the risk-sensitive average cost criterion.
Risk‐sensitive Markov decision processes with long‐run CVaR ...
However, dynamically optimizing CVaR is difficult, because it is not a standard Markov decision process (MDP) and the principle of dynamic ...
(PDF) Risk Sensitive Markov Decision Processes - ResearchGate
This work is concerned with finite-state irreducible Markov decision chains satisfying continuity-compactness requirements. It is supposed that the system is ...
Robustness and risk-sensitivity in Markov decision processes
The objective of a robust MDP is to minimize a function for the worst case when the values of its parameters vary within a predefined set called an uncertainty ...
Risk-Sensitive Markov Decision Processes of USV Trajectory ... - MDPI
The proposed method utilizes the Risk-Sensitive Markov decision process model to generate a set of states within the USV collision avoidance ...
More Risk-Sensitive Markov Decision Processes - jstor
Surprisingly, it turns out that under suitable recurrence conditions on the MDP for convex power utility, the minimal average cost does not depend on the ...
Risk‐Sensitive Markov Decision Processes with Combined Metrics ...
This study investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long‐run average metric considering ...