Pages that link to "Item:Q5219681"
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The following pages link to Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681):
Displaying 16 items.
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process (Q2235986) (← links)
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
- “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
- Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)
- Average criteria in denumerable semi-Markov decision chains under risk-aversion (Q6080677) (← links)
- Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
- Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
- A discount vanishing approximation for Markov decision processes with risk sensitivity (Q6568945) (← links)
- Discrete time risk sensitive control problem (Q6569386) (← links)
- Risk-sensitive average Markov decision processes in general spaces (Q6576862) (← links)
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces (Q6639538) (← links)
