Pages that link to "Item:Q1350178"

The following pages link to Risk sensitive control of Markov processes in countable state space (Q1350178):

Displaying 39 items.

• Long run risk sensitive portfolio with general factors (Q283999) (← links)
• Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
• Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
• Zero-sum risk-sensitive stochastic games (Q730353) (← links)
• Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
• Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
• Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293) (← links)
• Risk-sensitive multiagent decision-theoretic planning based on MDP and one-switch utility functions (Q1718973) (← links)
• A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
• Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013) (← links)
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
• A note on risk-sensitive control of invariant models (Q2382591) (← links)
• Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
• Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
• (Q2893935) (← links)
• Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
• Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
• Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937) (← links)
• (Q3552449) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon (Q4719390) (← links)
• Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
• Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
• Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
• Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
• Risk-Sensitive Reinforcement Learning (Q5383780) (← links)
• A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)
• A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425) (← links)
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)