A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains-Reference-Cited by-同舟云学术

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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

Published:2005-02-01 Issue:1A Volume:15 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Cavazos-Cadena Rolando,Hernández-Hernández Daniel

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aoap/1106922326

Cited by 21 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. Markov decision processes with risk-sensitive criteria: an overview;Mathematical Methods of Operations Research;2024-04

2. Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion;Stochastic Processes and their Applications;2023-04

3. On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions;Systems & Control Letters;2023-01

4. Ergodic risk-sensitive control—A survey;Annual Reviews in Control;2023

5. Linear and Dynamic Programs for Risk-Sensitive Cost Minimization;2021 60th IEEE Conference on Decision and Control (CDC);2021-12-14

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