Optimal halting policies in Markov population decision chains with constant risk posture (Q490217): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-012-1302-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2030605861
@@ Property / OpenAlex ID: W2030605861 / rank @@
+Normal rank
@@ Property / cites work @@
+The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
+Normal rank
@@ Property / cites work @@
+Portfolio selection in stochastic markets with exponential utility functions
+Normal rank
@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
+Normal rank
@@ Property / cites work @@
+A multi-product risk-averse newsvendor with exponential utility function
+Normal rank
@@ Property / cites work @@
+Q4186114
@@ Property / cites work: Q4186114 / rank @@
+Normal rank
@@ Property / cites work @@
+A Turnpike Theorem For A Risk-Sensitive Markov Decision Process with Stopping
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive and Risk-Neutral Multiarmed Bandits
+Normal rank
@@ Property / cites work @@
+Index Policies for Stochastic Search in a Forest with an Application to R&amp;D Project Management
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
+Normal rank
@@ Property / cites work @@
+Optimality of Stationary Halting Policies and Finite Termination of Successive Approximations
+Normal rank
@@ Property / cites work @@
+Proximal Decision Analysis
@@ Property / cites work: Proximal Decision Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems
+Normal rank
@@ Property / cites work @@
+Multivariate constant risk posture
@@ Property / cites work: Multivariate constant risk posture / rank @@
+Normal rank
@@ Property / cites work @@
+Multiplicative Markov Decision Chains
@@ Property / cites work: Multiplicative Markov Decision Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-horizon Markov population decision chains with constant risk posture
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:490217