- Risk|Sensitive Average Markov Decision Processes in General ...🔍
- Risk|sensitive average optimality in Markov decision processes🔍
- Markov decision processes with risk|sensitive criteria🔍
- Risk|Sensitive Markov Decision Processes🔍
- Markov decision processes under risk sensitivity🔍
- Risk|sensitive average continuous|time Markov decision processes ...🔍
- Risk|sensitive Markov Decision Process and Learning under ...🔍
- Average optimality for risk|sensitive control with general state space🔍
Risk|Sensitive Average Markov Decision Processes in General ...
Risk-Sensitive Average Markov Decision Processes in General ...
Abstract. 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 Average Markov Decision Processes in General ...
Abstract. Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual ...
Risk-Sensitive Average Markov Decision Processes in General ...
Article on Risk-Sensitive Average Markov Decision Processes in General Spaces, published in SIAM Journal on Control and Optimization on ...
Risk-sensitive average optimality in Markov decision processes
For communicating Markov processes and for some specific classes of unichain processes long run risk-sensitive average reward is independent of the starting ...
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 | 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 - SpringerLink
Risk-sensitive Markov decision processes can account for risk-averse and risk-seeking behavior. This is why the objective of a risk-sensitive ...
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 ...
Risk-sensitive average continuous-time Markov decision processes ...
Request PDF | Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates | This paper ...
Risk-sensitive Markov Decision Process and Learning under ... - arXiv
Incorporating these preferences can be approached through utility theory, yet the development of risk-sensitive RL under general utility ...
Risk-sensitive average continuous-time Markov decision processes ...
In this paper we study the risk-sensitive average cost criterion for continuous-time Markov decision processes in the class of all randomized Markov policies.
Markov decision processes with risk-sensitive criteria: an overview
However when confronted with this choice in reality, most people prefer lottery 2, since they are risk averse and consider the probability of ...
Risk-sensitive average continuous-time Markov decision processes ...
This paper considers risk-sensitive average optimization for denumerable continuous-time Markov decision processes (CTMDPs), in which the transition and cost ...
Average optimality for risk-sensitive control with general state space
Fairly recently Borkar and Meyn [5] considered Markov decision processes with unbounded cost functions on a denumarable state space. Their result. Page 16. 16.
More Risk-Sensitive Markov Decision Processes - jstor
ered and moment optimality and the exponential utility of the infinite horizon discounted reward is investigated. General optimization criteria can also be ...
In contrast to risk neutral optimality criteria which simply minimize expected discounted cost, risk-sensitive criteria often lead to non-standard MDPs which.
Continuous-time Markov decision processes under the risk-sensitive ...
In this paper we further study the risk-sensitive average cost criterion in the class of all randomized Markov policies for CTMDPs. The state space is a finite ...
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 ...
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 ...
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 ...