Pages that link to "Item:Q5650469"
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The following pages link to Risk-Sensitive Markov Decision Processes (Q5650469):
Displayed 32 items.
- Computing rank dependent utility in graphical models for sequential decision problems (Q646548) (← links)
- Dissipativity and risk-sensitivity in control problems (Q650071) (← links)
- Optimal claim behaviour for vehicle damage insurances (Q689563) (← links)
- Multiplicative processes reaching stationarity in finite time (Q790541) (← 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)
- Dynamics of piecewise linear maps and sets of nonnegative matrices (Q1030713) (← links)
- Risk-sensitive dynamic pricing for a single perishable product (Q1038099) (← links)
- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria (Q1044213) (← links)
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices (Q1078098) (← links)
- Multivariate constant risk posture (Q1222570) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Risk-sensitive dynamic market share attraction games (Q1369069) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706) (← links)
- Stochastic optimization of forward recursive functions (Q1826762) (← links)
- Markov-achievable payoffs for finite-horizon decision models. (Q1965904) (← links)
- Expected utility maximization of optimal stopping problems (Q1971994) (← links)
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
- Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
- Risk-sensitive capacity control in revenue management (Q2460043) (← links)
- Discounted Markov decision processes with utility constraints (Q2494787) (← links)
- Time consistent dynamic risk measures (Q2500793) (← links)
- Totally expanding multiplicative systems (Q2566759) (← links)
- Stopped decision processes in conjunction with general utility (Q2766113) (← links)
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- (Q3902859) (← links)
- (Q3929569) (← links)
- Sensitive Growth Analysis of Multiplicative Systems I: The Dynamic Approach (Q3963789) (← links)
- On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)