Risk-sensitive average optimality in Markov decision processes.
From MaRDI portal
Recommendations
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
- scientific article; zbMATH DE number 2189772
- Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Growth rates and average optimality in risk-sensitive Markov decision chains
Cited in
(12)- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Denumerable Markov stopping games with risk-sensitive total reward criterion.
- Growth rates and average optimality in risk-sensitive Markov decision chains
- 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
- Average criteria in denumerable semi-Markov decision chains under risk-aversion
- A cone property in the theory of risk-sensitive average criteria
- Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Average optimality for risk-sensitive control with general state space
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Markov decision processes with risk-sensitive criteria: an overview
This page was built for publication: Risk-sensitive average optimality in Markov decision processes.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3120386)