Pages that link to "Item:Q5650469"
From MaRDI portal
The following pages link to Risk-Sensitive Markov Decision Processes (Q5650469):
Displayed 50 items.
- Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Risk management policies for dynamic capacity control (Q337544) (← links)
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
- Dissipative stochastic differential systems with risk-sensitive storage function and control design problems (Q404199) (← 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)
- Computing rank dependent utility in graphical models for sequential decision problems (Q646548) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- Optimal claim behaviour for vehicle damage insurances (Q689563) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← links)
- Multiplicative processes reaching stationarity in finite time (Q790541) (← links)
- Discrete time homogeneous Markov processes for the study of the basic risk processes (Q905234) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
- Dynamics of piecewise linear maps and sets of nonnegative matrices (Q1030713) (← links)
- Risk-sensitive dynamic pricing for a single perishable product (Q1038099) (← links)
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices (Q1078098) (← links)
- Multivariate constant risk posture (Q1222570) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Risk-sensitive dynamic market share attraction games (Q1369069) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Variance-constrained actor-critic algorithms for discounted and average reward MDPs (Q1689603) (← links)
- Risk-sensitive multiagent decision-theoretic planning based on MDP and one-switch utility functions (Q1718973) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706) (← links)
- Stochastic optimization of forward recursive functions (Q1826762) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Markov-achievable payoffs for finite-horizon decision models. (Q1965904) (← links)
- Expected utility maximization of optimal stopping problems (Q1971994) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Efficient algorithms for risk-sensitive Markov decision processes with limited budget (Q2060792) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Risk-averse policy optimization via risk-neutral policy optimization (Q2082514) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- A mean first passage time genome rearrangement distance (Q2182305) (← links)
- On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← links)