Pages that link to "Item:Q4377408"
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The following pages link to Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I (Q4377408):
Displayed 26 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Infinite horizon risk sensitive control of discrete time Markov processes with small risk (Q1575293) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- A basis theorem for a class of max-plus eigenproblems. (Q1874346) (← links)
- Convergence of value functions for finite horizon Markov decision processes with constraints (Q2232790) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- A game theory approach to the existence and uniqueness of nonlinear Perron-Frobenius eigenvectors (Q2281568) (← links)
- The operator approach to entropy games (Q2321934) (← links)
- Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← 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)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- Phase Transitions for Controlled Markov Chains on Infinite Graphs (Q2796102) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
- Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon (Q4719390) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm (Q5958425) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
