Contractive approximations in average Markov decision chains driven by a risk-seeking controller
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Cites work
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Adaptive Markov control processes
- Average optimality for risk-sensitive control with general state space
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Growth rates and average optimality in risk-sensitive Markov decision chains
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- Long run risk sensitive portfolio with general factors
- Markov decision processes with applications to finance.
- More risk-sensitive Markov decision processes
- Risk sensitive control of Markov processes in countable state space
- Risk sensitive portfolio optimization
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- Risk-Sensitive Markov Decision Processes
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- Risk-sensitive Markov control processes
- Risk-sensitive average optimality in Markov decision processes.
- Risk-sensitive capacity control in revenue management
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
- Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces
- Zero-sum risk-sensitive stochastic games on a countable state space
Cited in
(3)- Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
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