About stability of risk-seeking optimal stopping
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Publication:2925640
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Cites work
- scientific article; zbMATH DE number 3122709 (Why is no real title available?)
- scientific article; zbMATH DE number 3711784 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 1025906 (Why is no real title available?)
- scientific article; zbMATH DE number 975562 (Why is no real title available?)
- Average cost Markov control processes: Stability with respect to the Kantorovich metric
- Average optimality for risk-sensitive control with general state space
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- Error bounds for nonnegative dynamic models
- Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- Markov Chains and Stochastic Stability
- Markov decision processes with applications to finance.
- Optimal Stopping Rules
- Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
- Optimal stopping of a risk process: model with interest rates
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Robustness inequality for Markov control processes with unbounded costs
- Stability estimates in the problem of average optimal switching of a Markov chain
- Stability estimating in optimal stopping problem
Cited in
(6)- Risk-sensitive stopping problems for continuous-time Markov chains
- Stability estimates in the problem of average optimal switching of a Markov chain
- Characterizations of optimal policies in a general stopping problem and stability estimating
- Robustness estimating of optimal stopping problem with unbounded revenue and cost functions
- Value iteration methods in risk minimizing stopping problems
- Stability estimating in optimal stopping problem
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