Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
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- scientific article; zbMATH DE number 2134081
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- Long run stochastic control problems with general discounting
- Risk-sensitive control of an ergodic diffusion over an infinite horizon
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- Existence of bounded solutions to multiplicative Poisson equations under mixing property
- Discrete time risk sensitive control problem
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- Markov decision processes under risk sensitivity: a discount vanishing approach
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- scientific article; zbMATH DE number 5697113 (Why is no real title available?)
- Process-based risk measures and risk-averse control of discrete-time systems
- Risk-sensitive average Markov decision processes in general spaces
- Long run risk sensitive portfolio with general factors
- Finite horizon partially observable semi-Markov decision processes under risk probability criteria
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes
- Denumerable Markov stopping games with risk-sensitive total reward criterion.
- An eigenvalue approach to the risk sensitive control problem in near monotone case
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- A note on risk-sensitive control of invariant models
- Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- Constant risk aversion in stochastic contests with exponential completion times
- Robust optimal control using conditional risk mappings in infinite horizon
- Risk-sensitive dividend problems
- A risk-sensitive control dual approach to a large deviations control problem
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- Zero-sum risk-sensitive stochastic games
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Long-run risk-sensitive impulse control
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- Markov decision processes under ambiguity
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains
- Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
- Risk-sensitive average equilibria for discrete-time stochastic games
- Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
- Risk-sensitivity vanishing limit for controlled Markov processes
- Risk sensitive control and large deviations for denumerable Markov decision processes
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Long-run risk sensitive dyadic impulse control
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
- 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
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
- Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
- Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes
- Risk-sensitive control of stochastic hybrid systems on infinite time horizon
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk
- On risk sensitive control of regular step Markov processes
- Large deviations and optimal control for Markov decision processes
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Entropic risk for turn-based stochastic games
- Nonzero-sum risk-sensitive stochastic games on a countable state space
- Optimal halting policies in Markov population decision chains with constant risk posture
- Risk-sensitive Markov decision problems under model uncertainty: finite time horizon case
- Risk sensitive control of diffusions with small running cost
- Local Poisson equations associated with discrete-time Markov control processes
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- Zero-sum risk-sensitive stochastic games on a countable state space
- Blackwell optimality and policy stability for long-run risk-sensitive stochastic control
- On risk-sensitive piecewise deterministic Markov decision processes
- Risk-sensitive Markov control processes
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Computational methods for risk-averse undiscounted transient Markov models
- A convex analytic approach to risk-aware Markov decision processes
- An optimal sequence for sub-Markov decision processes with risk sensitivity
- scientific article; zbMATH DE number 7370555 (Why is no real title available?)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
- Remarks on risk-sensitive control problems
- Average optimality for risk-sensitive control with general state space
- Zero-sum risk-sensitive stochastic differential games
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
- Markov decision processes with risk-sensitive criteria: an overview
- Risk-sensitive control of continuous time Markov chains
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
- An optimality system for finite average Markov decision chains under risk-aversion
- Invariant measures for multidimensional fractional stochastic volatility models
- Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces
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