Markov decision processes with risk-sensitive criteria: an overview

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Cited in

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Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment
Markov perfect equilibria for risk-sensitive Markov decision processes with quasi-hyperbolic discounting
Independent policy gradient-based reinforcement learning for economic and reliable energy management of multi-microgrid systems
Risk sensitive control and large deviations for denumerable Markov decision processes
On exponential convergence of random variables
Ergodic risk-sensitive admission control problem for a Markovian multi-server queueing system with abandonment
Large deviations and optimal control for Markov decision processes
Stochastic games of risk-sensitive players with quasi-hyperbolic discounting
Blackwell optimality and policy stability for long-run risk-sensitive stochastic control

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