Minimizing risk models in Markov decision processes with policies depending on target values

Recommendations

Optimal policy for minimizing risk models in Markov decision processes
Optimal threshold probability in undiscounted Markov decision processes with a target set.
Minimum risk probability for finite horizon semi-Markov decision processes
Markov decision processes with a target set for minimum criteria
A risk minimization problem for finite horizon semi-Markov decision processes with loss rates

Cites work

Adaptive Markov control processes
Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
Mean, variance and probabilistic criteria in finite Markov decision processes: A review
Minimising a threshold probability in discounted Markov decision processes
Percentile performance criteria for limiting average Markov decision processes
Target-level criterion in Markov decision processes
The variance of discounted Markov decision processes

Cited in

(38)

Optimal threshold probability in undiscounted Markov decision processes with a target set.
The risk probability criterion for discounted continuous-time Markov decision processes
A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
Stochastic optimization of forward recursive functions
Optimal policy for minimizing risk models in Markov decision processes
Value iteration methods in risk minimizing stopping problems
Target-level criterion in Markov decision processes
Markov decision processes with average-value-at-risk criteria
Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights
Optimal risk probability for first passage models in semi-Markov decision processes
Stochastic shortest path problems with associative accumulative criteria
Arriving on time
Time consistent dynamic risk measures
Stochastic sequential assignment problem with threshold criteria
Computational methods for risk-averse undiscounted transient Markov models
Analyzing operational risk-reward trade-offs for start-ups
Continuous-time zero-sum games with probability criterion
Finite horizon semi-Markov decision processes with application to maintenance systems
Risk-constrained reinforcement learning with percentile risk criteria
Zero-sum semi-Markov games with a probability criterion
Variance-penalized Markov decision processes: dynamic programming and reinforcement learning techniques
Markov decision processes associated with two threshold probability criteria
First passage risk probability optimality for continuous time Markov decision processes.
Meet your expectations with guarantees: beyond worst-case synthesis in quantitative games
Markov decision processes with a target set for minimum criteria
Percentile queries in multi-dimensional Markov decision processes
On terminating Markov decision processes with a risk-averse objective function
Threshold probability of non-terminal type in finite horizon Markov decision processes
Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
The risk probability optimal problem for infinite discounted semi-Markov decision processes.
Partially observable discrete-time stochastic games under risk probability criterion
Risk probability optimization of finite horizon piecewise deterministic Markov decision processes
Equivalence classes for optimizing risk models in Markov decision processes.
Discrete-time partially observable stopping games with a risk probability criterion
Yet another distributional Bellman equation
Nonzero-sum stochastic games with probability criteria
Discrete time credibilistic processes: construction and convergences
Optimal threshold probability and expectation in semi-Markov decision processes

This page was built for publication: Minimizing risk models in Markov decision processes with policies depending on target values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1282996)