Pages that link to "Item:Q5947647"
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The following pages link to On terminating Markov decision processes with a risk-averse objective function (Q5947647):
Displaying 8 items.
- Risk-sensitive multiagent decision-theoretic planning based on MDP and one-switch utility functions (Q1718973) (← links)
- Efficient algorithms for risk-sensitive Markov decision processes with limited budget (Q2060792) (← links)
- Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790) (← links)
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Robust shortest path planning and semicontractive dynamic programming (Q3120605) (← links)
- Regular Policies in Abstract Dynamic Programming (Q5348471) (← links)
- GUBS criterion: arbitrary trade-offs between cost and probability-to-goal in stochastic planning based on expected utility theory (Q6098857) (← links)
