Add to ORKGThe existence of an optimal feedback law is established for the risk sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility, and a near monotonicity condition on the one-step cost function. It is found that a solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stoc...
summary:Firstly, in this paper there is considered a certain class of possibly unbounded optimizatio...
This paper analyzes a connection between risk-sensitive and minimax criteria for discrete-time, fini...
The existence of an optimal feedback law is established for the risk-sensitive optimal control probl...
We consider a large family of discrete and continuous time controlled Markov processes and study an ...
In this article, we study risk-sensitive control problem with controlled continuous time Markov chai...
In this paper we are concerned with the existence of optimal stationary policies for infinite horizo...
In this article, we study risk-sensitive control problem with controlled continuous time pure jump p...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
3 In this paper we are concerned with the existence of optimal stationary poli-cies for innite horiz...
This paper studies continuous-time Markov decision processes under the risk-sensitive average cost c...
An optimal allocation problem with a risk-sensitive controller is modelled by a control Markov chain...
summary:In this paper there are considered Markov decision processes (MDPs) that have the discounted...
In this thesis, we study risk-sensitive cost minimization in semi-Markov decision processes. The mai...
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stoc...
summary:Firstly, in this paper there is considered a certain class of possibly unbounded optimizatio...
This paper analyzes a connection between risk-sensitive and minimax criteria for discrete-time, fini...
The existence of an optimal feedback law is established for the risk-sensitive optimal control probl...
We consider a large family of discrete and continuous time controlled Markov processes and study an ...
In this article, we study risk-sensitive control problem with controlled continuous time Markov chai...
In this paper we are concerned with the existence of optimal stationary policies for infinite horizo...
In this article, we study risk-sensitive control problem with controlled continuous time pure jump p...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
The infinite horizon risk-sensitive control problem for non-degenerate controlled diffusions is anal...
3 In this paper we are concerned with the existence of optimal stationary poli-cies for innite horiz...
This paper studies continuous-time Markov decision processes under the risk-sensitive average cost c...
An optimal allocation problem with a risk-sensitive controller is modelled by a control Markov chain...
summary:In this paper there are considered Markov decision processes (MDPs) that have the discounted...
In this thesis, we study risk-sensitive cost minimization in semi-Markov decision processes. The mai...
Controlled Markov chains (CMC's) are mathematical models for the control of sequential decision stoc...
summary:Firstly, in this paper there is considered a certain class of possibly unbounded optimizatio...
This paper analyzes a connection between risk-sensitive and minimax criteria for discrete-time, fini...