Partially Observable Risk-Sensitive Markov Decision Processes

DOI10.1287/moor.2016.0844zbMath1386.90166arXiv1504.03530OpenAlexW2270386131MaRDI QIDQ4595962

Ulrich Rieder, Nicole Bäauerle

Publication date: 7 December 2017

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03530

zbMATH Keywords

certainty equivalentvalue iterationexponential utilityupdating operatorpartially observable Markov decision problem

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40)

Related Items (7)

Risk measurement and risk-averse control of partially observable discrete-time Markov systems ⋮ Risk-sensitivity vanishing limit for controlled Markov processes ⋮ Markov risk mappings and risk-sensitive optimal prediction ⋮ Optimal Control of Partially Observable Piecewise Deterministic Markov Processes ⋮ Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes ⋮ Zero-sum risk-sensitive stochastic games ⋮ Markov decision processes under ambiguity

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