Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
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Cites work
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Average optimality for risk-sensitive control with general state space
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Existence of risk-sensitive optimal stationary policies for controlled Markov processes
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
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- Markov-Nash equilibria in mean-field games with discounted cost
- More risk-sensitive Markov decision processes
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- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Nonzero-sum risk-sensitive stochastic games on a countable state space
- On the policy improvement algorithm for ergodic risk-sensitive control
- On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
- Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
- Risk-sensitive Markov control processes
- Risk-Sensitive Markov Decision Processes
- Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Zero-sum risk-sensitive stochastic games
- Zero-sum risk-sensitive stochastic games on a countable state space
Cited in
(16)- Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
- Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes
- Local Poisson equations associated with discrete-time Markov control processes
- Average optimality for risk-sensitive control with general state space
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
- Risk-sensitive average optimality in Markov decision processes.
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- More risk-sensitive Markov decision processes
- On terminating Markov decision processes with a risk-averse objective function
- Risk-averse dynamic programming for Markov decision processes
- Markov decision processes with risk-sensitive criteria: an overview
- Risk-sensitive average Markov decision processes in general spaces
- Discrete-time hybrid control with risk-sensitive discounted costs
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