Pages that link to "Item:Q964743"

The following pages link to The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743):

Displaying 17 items.

• Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
• Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
• (Q2893935) (← links)
• Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
• Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
• Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514) (← links)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
• Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
• Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
• A discount vanishing approximation for Markov decision processes with risk sensitivity (Q6568945) (← links)
• The relationships between discounted and average criteria of stochastic games with prospect theory (Q6569375) (← links)
• Risk-sensitive average Markov decision processes in general spaces (Q6576862) (← links)