- Risk|Sensitive Control of Discrete|Time Markov Processes with ...🔍
- Infinite horizon risk sensitive control of discrete time Markov ...🔍
- Risk sensitive control of discrete time partially observed Markov ...🔍
- Some results on risk sensitive adaptive control of discrete time ...🔍
- Risk sensitive control of finite state Markov chains in discrete time ...🔍
- [2303.17913] Discrete time risk sensitive control problem🔍
- Discrete Time Risk Sensitive Control Problem by Lukasz Stettner🔍
- Ergodic risk|sensitive control of Markov processes on countable ...🔍
Risk|Sensitive Control of Discrete|Time Markov Processes with ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
Risk sensitive control of Markov processes satisfying the minorization property is studied using splitting techniques. Existence of solutions to the ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
RISK-SENSITIVE CONTROL OF DISCRETE-TIME MARKOV. PROCESSES WITH INFINITE HORIZON∗. G. B. DI MASI† AND L. STETTNER‡. SIAM J. CONTROL OPTIM. c 1999 Society for ...
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 ...
Infinite horizon risk sensitive control of discrete time Markov ...
A control problem with risk sensitive ergodic performance criterion is considered for a discrete time Feller process. Using assumptions of uniform ...
Risk sensitive control of discrete time partially observed Markov ...
Abstract: In this paper existence of solutions to the Bellman equation corresponding to risk sensitive control of partially observed discrete time Markov ...
Risk-Sensitive Control of Discrete-Time Markov Processes with ...
For particular classes of systems, asymptotics for vanishing risk factor is investigated, showing that in the limit the optimal value for an average cost ...
Infinite horizon risk sensitive control of discrete time Markov ...
A control problem with risk sensitive ergodic performance criterion is considered for a discrete time Feller process.
Some results on risk sensitive adaptive control of discrete time ...
Abstract: Adaptive control of discrete time Markov processes with infinite horizon risk sensitive cost functionals is considered. Continuity of the risk ...
Risk sensitive control of finite state Markov chains in discrete time ...
In this paper we extend standard dynamic programming results for the risk sensitive optimal control of discrete time Markov chains to a new class of models. The ...
Risk sensitive control of discrete time partially observed Markov ...
Risk sensitive control · ergodic cost functional · controlled Markov process · partial observation · AMS Subject Classifications: 93E20, 93E11, 93C41.
[2303.17913] Discrete time risk sensitive control problem - arXiv
Title:Discrete time risk sensitive control ... control problem for controlled discrete time Markov processes over locally compact separable metric ...
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 ...
Risk sensitive control of finite state Markov chains in discrete time ...
In this paper we extend standard dynamic programming results for the risk sensitive optimal control of discrete time Markov chains to a new class of models.
Discrete Time Risk Sensitive Control Problem by Lukasz Stettner
... risk sensitive control ... control problem for controlled discrete time Markov processes over locally compact separable metric space.
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.
Infinite Horizon Risk Sensitive Control of Discrete Time Markov ...
Risk sensitive control of Markov processes satisfying the minorization property is studied using splitting techniques. Existence of solutions to the ...
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 minimization ...
Risk-Sensitive Optimal Control for Markov Decision Processes with ...
The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using ...
(PDF) Discrete Time Risk Sensitive Control Problem - ResearchGate
Controlled discrete time Markov processes are studied first with long run general discounting functional. It is shown that optimal strategies ...
Risk-sensitive optimal control for Markov decision - jstor
Printed in U.S.A.. RISK-SENSITIVE OPTIMAL CONTROL FOR MARKOV DECISION. PROCESSES WITH MONOTONE COST. V. S. BORKAR AND S. P. MEYN.