Pages that link to "Item:Q5169695"

The following pages link to More Risk-Sensitive Markov Decision Processes (Q5169695):

Displaying 50 items.

• 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)
• Risk-sensitive dividend problems (Q726241) (← links)
• Zero-sum risk-sensitive stochastic games (Q730353) (← links)
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
• Average cost criterion induced by the regular utility function for continuous-time Markov decision processes (Q1677191) (← links)
• Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
• Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← 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-averse policy optimization via risk-neutral policy optimization (Q2082514) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
• A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
• On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← 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)
• Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process (Q2235986) (← links)
• Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
• Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
• Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity (Q2354013) (← links)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions (Q2664336) (← links)
• Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
• Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
• An axiomatic approach to Markov decision processes (Q2699030) (← links)
• A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function (Q2800371) (← links)
• Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures (Q2910873) (← links)
• Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
• Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
• Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
• (Q4998920) (← links)
• Risk-sensitive stopping problems for continuous-time Markov chains (Q5085843) (← links)
• Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
• First Passage Exponential Optimality Problem for Semi-Markov Decision Processes (Q5153598) (← 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)
• 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)
• A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
• Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194) (← links)
• Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
• Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)