Pages that link to "Item:Q5444233"
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The following pages link to Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property (Q5444233):
Displaying 50 items.
- Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← 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)
- Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497) (← links)
- Risk sensitive control of diffusions with small running cost (Q647494) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← 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)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← 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 discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← 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)
- Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
- Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
- Dynamic programming with value convexity (Q2665320) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← 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)
- Local Poisson equations associated with the Varadhan functional (Q2800212) (← links)
- (Q2893935) (← links)
- Zero-Sum Risk-Sensitive Stochastic Differential Games (Q2925338) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← 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)
- 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)
- Risk sensitive control of pure jump processes on a general state space (Q5086421) (← 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 Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes (Q5883144) (← links)