Pages that link to "Item:Q2455059"

The following pages link to Average optimality for risk-sensitive control with general state space (Q2455059):

Displaying 50 items.

• Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
• Robust Markov control processes (Q401072) (← links)
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
• Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428) (← links)
• A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
• Zero-sum risk-sensitive stochastic games (Q730353) (← links)
• The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← 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)
• Average cost criterion induced by the regular utility function for continuous-time Markov decision processes (Q1677191) (← links)
• Continuous-time Markov decision processes under the risk-sensitive average cost criterion (Q1694774) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
• Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
• Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
• Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
• Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
• Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
• Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← 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)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
• On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
• Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)
• Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
• (Q2893935) (← links)
• (Q2925640) (← 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 average continuous-time Markov decision processes with unbounded rates (Q4631821) (← links)
• On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
• Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
• Zero-sum semi-Markov games with a probability criterion (Q5086912) (← 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)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
• Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194) (← links)
• A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
• Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)
• Average criteria in denumerable semi-Markov decision chains under risk-aversion (Q6080677) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
• Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)