A poisson equation for the risk-sensitive average cost in semi-markov chains
Author:
Funder
PRODEP
PSF Organization*
Publisher
Springer Science and Business Media LLC
Subject
Electrical and Electronic Engineering,Modeling and Simulation,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s10626-015-0224-z.pdf
Reference23 articles.
1. Alanis-Duran A, Cavazos-Cadena R (2012) An optimality system for finite average Markov decision chains under risk-aversion. Kybernetika 48:83–104
2. Bauerle N, Rieder U (2011) Markov Decision Processes with Applications to Finance. Springer, New York
3. Bauerle N, Rieder U (2013) More risk-sensitive Markov decision processes. Math Oper Res 39:105–120
4. Baykal-Gursoy M (2010) Semi-Markov decision processes. Wiley Encyclopedia of Operations Research and Management Sciences, Wiley, New York
5. Cavazos-Cadena R (2009) Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria. Math Method Oper Res 70:541–566
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Average criteria in denumerable semi-Markov decision chains under risk-aversion;Discrete Event Dynamic Systems;2023-08-21
2. Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space;Journal of Optimization Theory and Applications;2021-11-22
3. Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion;Journal of Optimization Theory and Applications;2016-03-11
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