Large deviations and optimal control for Markov decision processes
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4085565 (Why is no real title available?)
- scientific article; zbMATH DE number 49674 (Why is no real title available?)
- scientific article; zbMATH DE number 1312992 (Why is no real title available?)
- scientific article; zbMATH DE number 1321699 (Why is no real title available?)
- scientific article; zbMATH DE number 792610 (Why is no real title available?)
- A convex analytic approach to Markov decision processes
- A variational formula for risk-sensitive reward
- Adaptive control of discrete time Markov processes by the large deviations method
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotic evaluation of certain markov process expectations for large time. IV
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
- Connections between stochastic control and dynamic games
- Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
- Downside risk minimization via a large deviations approach
- Duality between large deviation control and risk-sensitive control for Markov decision processes
- Fast convergence to state-action frequency polytopes for MDPs
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- Large deviations techniques and applications.
- Markov Decision Problems and State-Action Frequencies
- Markov decision processes with risk-sensitive criteria: an overview
- On Minimum Cost Per Unit Time Control of Markov Chains
- On general minimax theorems
- On portfolio choice by maximizing the outperformance probability
- On the Empirical State-Action Frequencies in Markov Decision Processes Under General Policies
- Probability
- Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- Risk-sensitivity vanishing limit for controlled Markov processes
- Stochastic Systems
This page was built for publication: Large deviations and optimal control for Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7254869)