A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296): Difference between revisions

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+Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains
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+Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
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+Risk-Sensitive Markov Decision Processes
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+Average optimality for risk-sensitive control with general state space
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+Risk sensitive portfolio optimization
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+Markov decision processes with applications to finance.
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+Long run risk sensitive portfolio with general factors
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+More Risk-Sensitive Markov Decision Processes
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+Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
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+Risk-Sensitive Markov Control Processes
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+Zero-sum risk-sensitive stochastic games on a countable state space
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+Zero-sum risk-sensitive stochastic games
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+Adaptive Markov control processes
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+Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
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+The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces
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