Q3604335 (Q3604335): Difference between revisions

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+On a Quasi-Linear Equation
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+Q3574973
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+Q4326384
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+Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
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+Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
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+The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
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+Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
+Normal rank
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+Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
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+A characterization of exponential functionals in finite Markov chains
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+A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
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+Q5818478
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+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
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+A Utility Criterion for Markov Decision Processes
@@ Property / cites work: A Utility Criterion for Markov Decision Processes / rank @@
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+Decomposable non-negative matrices in a dynamic programming problem
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+Growth Optimality for Branching Markov Decision Chains
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+Q4151493
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+Q3960489
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+Q3902859
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+Q3698635
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+Q3040924
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