Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
From MaRDI portal
(Redirected from Publication:4997204)
Recommendations
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
Cites work
- scientific article; zbMATH DE number 977051 (Why is no real title available?)
- Average cost criterion induced by the regular utility function for continuous-time Markov decision processes
- Average optimality for risk-sensitive control with general state space
- Continuous-time Markov chains. An applications-oriented approach
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Continuous-time Markov decision processes with exponential utility
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- Continuous-time Markov decision processes. Theory and applications
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- More risk-sensitive Markov decision processes
- Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
- On risk-sensitive piecewise deterministic Markov decision processes
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
- Risk-Sensitive Markov Decision Processes
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Risk-sensitive average optimality in Markov decision processes.
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Risk-sensitive control of continuous time Markov chains
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
- Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
Cited in
(16)- Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space
- Discrete time risk sensitive control problem
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Continuous-time Markov decision processes with exponential utility
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Certainty equivalent control of discrete time Markov processes with the average reward functional
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Ergodic risk-sensitive admission control problem for a Markovian multi-server queueing system with abandonment
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
- The risk probability criterion for discounted continuous-time Markov decision processes
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
This page was built for publication: Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4997204)
