Pages that link to "Item:Q3754453"
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The following pages link to Discounted MDP’s: Distribution Functions and Exponential Utility Maximization (Q3754453):
Displayed 16 items.
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- A note on negative dynamic programming for risk-sensitive control (Q957337) (← links)
- Maximal mean/standard deviation ratio in an undiscounted MDP (Q1064974) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Minimizing risk models in Markov decision processes with policies depending on target values (Q1282996) (← links)
- Mean-variance criteria in an undiscounted Markov decision process (Q1310718) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Risk-sensitive dynamic market share attraction games (Q1369069) (← links)
- Notes on average Markov decision processes with a minimum-variance criterion (Q1612012) (← links)
- Stochastic optimization of forward recursive functions (Q1826762) (← links)
- Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
- Target-level criterion in Markov decision processes (Q1904951) (← links)
- Discounted Markov decision processes with utility constraints (Q2494787) (← links)
- Stopped decision processes in conjunction with general utility (Q2766113) (← links)
- On the General Utility of Discounted Markov Decision Processes (Q4212711) (← links)
- On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)