Growth rates and average optimality in risk-sensitive Markov decision chains
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Publication:3604335
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Cited in
(17)- Portfolio management under drawdown constraint in discrete-time financial markets
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Local Poisson equations associated with discrete-time Markov control processes
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- scientific article; zbMATH DE number 5697113 (Why is no real title available?)
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
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- Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
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