Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
From MaRDI portal
Publication:4997204
DOI10.1017/JPR.2020.105zbMATH Open1470.90152OpenAlexW3173360084MaRDI QIDQ4997204FDOQ4997204
Authors: Xin Guo, Yonghui Huang 
Publication date: 28 June 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2020.105
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
continuous-time Markov decision processfinite approximationoptimal policyrisk-sensitive average optimality equationunbounded transition and cost rate
Continuous-time Markov processes on discrete state spaces (60J27) Markov and semi-Markov decision processes (90C40)
Cites Work
- Continuous-time Markov decision processes. Theory and applications
- Continuous-time Markov chains. An applications-oriented approach
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Average optimality for risk-sensitive control with general state space
- Risk-sensitive control of continuous time Markov chains
- More Risk-Sensitive Markov Decision Processes
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- Risk-Sensitive Markov Decision Processes
- Title not available (Why is that?)
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- On risk-sensitive piecewise deterministic Markov decision processes
- Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
- Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
- Average cost criterion induced by the regular utility function for continuous-time Markov decision processes
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
- Risk-sensitive average optimality in Markov decision processes
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
- Continuous-Time Markov Decision Processes with Exponential Utility
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
Cited In (8)
- 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 Average Optimality for Discrete-Time Markov Decision Processes
- Certainty equivalent control of discrete time Markov processes with the average reward functional
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
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)
