Pages that link to "Item:Q1808696"

The following pages link to Existence of risk-sensitive optimal stationary policies for controlled Markov processes (Q1808696):

Displaying 21 items.

• Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
• Robust Markov control processes (Q401072) (← links)
• Stochastic minimax optimal time-delay state feedback control of uncertain quasi-integrable Hamiltonian systems (Q416040) (← links)
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
• Zero-sum risk-sensitive stochastic games (Q730353) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← links)
• Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
• Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)
• Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
• (Q2893935) (← links)
• Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
• Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria (Q5215025) (← links)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)