Q2925640 (Q2925640): Difference between revisions

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+Markov decision processes with applications to finance.
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+Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
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+Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
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+Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
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+Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
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+Error bounds for nonnegative dynamic models
@@ Property / cites work: Error bounds for nonnegative dynamic models / rank @@
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+Q3237805
@@ Property / cites work: Q3237805 / rank @@
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+Stability estimates in the problem of average optimal switching of a Markov chain
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+Average cost Markov control processes: Stability with respect to the Kantorovich metric
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+Robustness inequality for Markov control processes with unbounded costs
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+Q4255598
@@ Property / cites work: Q4255598 / rank @@
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+Average optimality for risk-sensitive control with general state space
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+Q4342627
@@ Property / cites work: Q4342627 / rank @@
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+Q5284147
@@ Property / cites work: Q5284147 / rank @@
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+Infinite horizon risk sensitive control of discrete time Markov processes with small risk
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+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
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+Q5389855
@@ Property / cites work: Q5389855 / rank @@
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+Optimal stopping of a risk process: model with interest rates
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+Optimal Stopping Rules
@@ Property / cites work: Optimal Stopping Rules / rank @@
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+Q3902859
@@ Property / cites work: Q3902859 / rank @@
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+Q3604327
@@ Property / cites work: Q3604327 / rank @@
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