Optimization models for the first arrival target distribution function in discrete time
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- Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
- Discrete Dynamic Programming
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- Optimal models for the first arrival time distribution function in continuous time -- with a special case
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- Percentiles and Markovian decision processes
- Risk-Sensitive Markov Decision Processes
- Target-level criterion in Markov decision processes
- Technical Note—On the Stochastic Ordering of Markov Chains
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(16)- Time consistent dynamic risk measures
- scientific article; zbMATH DE number 1519423 (Why is no real title available?)
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- First passage optimality and variance minimisation of Markov decision processes with varying discount factors
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
- Nonstationary Markov decision processes with risk probability criteria
- First passage risk probability optimality for continuous time Markov decision processes
- Stochastic optimization of forward recursive functions
- A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
- Multi-cost bounded tradeoff analysis in MDP
- Efficient algorithms for risk-sensitive Markov decision processes with limited budget
- Threshold probability of non-terminal type in finite horizon Markov decision processes
- Constrained Markov decision processes with first passage criteria
- Markov decision processes with distribution function criterion of first-passage time
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
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