Pages that link to "Item:Q3754453"
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The following pages link to Discounted MDP’s: Distribution Functions and Exponential Utility Maximization (Q3754453):
Displayed 37 items.
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- A note on negative dynamic programming for risk-sensitive control (Q957337) (← links)
- Maximal mean/standard deviation ratio in an undiscounted MDP (Q1064974) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Minimizing risk models in Markov decision processes with policies depending on target values (Q1282996) (← links)
- Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Risk-sensitive dynamic market share attraction games (Q1369069) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Stochastic optimization of forward recursive functions (Q1826762) (← links)
- Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
- Target-level criterion in Markov decision processes (Q1904951) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Algorithmic aspects of mean-variance optimization in Markov decision processes (Q2356186) (← links)
- Discounted Markov decision processes with utility constraints (Q2494787) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- Stopped decision processes in conjunction with general utility (Q2766113) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime (Q2833107) (← links)
- Markov Decision Problems Where Means Bound Variances (Q2931706) (← links)
- Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937) (← links)
- On the General Utility of Discounted Markov Decision Processes (Q4212711) (← links)
- (Q4998920) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes (Q5153598) (← links)
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria (Q5215025) (← links)
- Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194) (← links)
- On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)
- Optimizing a single-product production-inventory system under constant absolute risk aversion (Q6081609) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- (Q6141794) (← links)
- On solutions of the distributional Bellman equation (Q6153120) (← links)