Pages that link to "Item:Q1774216"
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The following pages link to A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216):
Displayed 16 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Optimal halting policies in Markov population decision chains with constant risk posture (Q490217) (← links)
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Discrete time homogeneous Markov processes for the study of the basic risk processes (Q905234) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- (Q2893935) (← links)
- Constant risk aversion in stochastic contests with exponential completion times (Q3120604) (← links)
- (Q3552449) (← links)
- (Q3604335) (← links)
- The study of basic risk processes by discrete-time non-homogeneous Markov processes (Q4686485) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
- Definable Zero-Sum Stochastic Games (Q5245020) (← links)