Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
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Cited in
(64)- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions
- Existence of risk-sensitive optimal stationary policies for controlled Markov processes
- A discounted approach in communicating average Markov decision chains under risk-aversion
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Risk-averse policy optimization via risk-neutral policy optimization
- Risk-sensitive control for a class of diffusions with jumps
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Convergence of value functions for finite horizon Markov decision processes with constraints
- On tight bounds for function approximation error in risk-sensitive reinforcement learning
- Exit time risk-sensitive control for systems of cooperative agents
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- An eigenvalue approach to the risk sensitive control problem in near monotone case
- Zero-sum risk-sensitive stochastic games on a countable state space
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise
- Risk-sensitive control of pure jump process on countable space with near monotone cost
- Average optimality for risk-sensitive control with general state space
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Risk-sensitive control of continuous time Markov chains
- Zero-sum risk-sensitive stochastic differential games
- About stability of risk-seeking optimal stopping
- Risk-sensitive ergodic control of continuous time Markov processes with denumerable state space
- Analyzing operational risk-reward trade-offs for start-ups
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
- scientific article; zbMATH DE number 1304161 (Why is no real title available?)
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Risk-sensitive control of reflected diffusion processes on orthrant
- The study of basic risk processes by discrete-time non-homogeneous Markov processes
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- On the relative value iteration with a risk-sensitive criterion
- On the policy improvement algorithm for ergodic risk-sensitive control
- Zero-sum semi-Markov games with a probability criterion
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
- Nonzero-sum risk-sensitive stochastic games on a countable state space
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- Mean-Semivariance Policy Optimization via Risk-Averse Reinforcement Learning
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- Dynamic admission and service rate control of a queue
- Contractive approximations in average Markov decision chains driven by a risk-seeking controller
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- Markov decision processes under risk sensitivity: a discount vanishing approach
- Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
- Markov decision processes with risk-sensitive criteria: an overview
- Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces
- A discount vanishing approximation for Markov decision processes with risk sensitivity
- Risk-sensitive average Markov decision processes in general spaces
- Denumerable Markov stopping games with risk-sensitive total reward criterion.
- Data-driven direct adaptive risk-sensitive control of stochastic systems
- Team variance optimization of n-player stochastic games with separately controlled chains
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- An optimal sequence for sub-Markov decision processes with risk sensitivity
- Partially observable discrete-time discounted Markov games with general utility
- Discrete-time hybrid control with risk-sensitive discounted costs
- Zero-sum risk-sensitive stochastic games
- Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space
- Discrete time homogeneous Markov processes for the study of the basic risk processes
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