A note on risk-sensitive control of invariant models

Author:

Jaśkiewicz Anna

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference17 articles.

1. Invariant problems in discounted dynamic programming;Assaf;Adv. Appl. Probab.,1978

2. Invariant problems in dynamic programming: average reward criterion;Assaf;Stoch. Proc. Appl.,1980

3. Dynamic Programming;Bellman,2003

4. Stochastic Optimal Control: The Discrete Time Case;Bertsekas,1978

5. Convergence of Probability Measures;Billingsley,1968

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1. Risk-Sensitive Average Markov Decision Processes in General Spaces;SIAM Journal on Control and Optimization;2024-07-12

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

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

4. Classical Risk-Averse Control for a Finite-Horizon Borel Model;IEEE Control Systems Letters;2022

5. A Variational Formula for Risk-Sensitive Reward;SIAM Journal on Control and Optimization;2017-01

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