Optimal policy for minimizing risk models in Markov decision processes-Reference-Cited by-同舟云学术

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Optimal policy for minimizing risk models in Markov decision processes

Published:2002-07 Issue:1 Volume:271 Page:66-81
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Ohtsubo Y.,Toyonaga K.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference14 articles.

1. Finite State Markovian Decision Processes;Derman,1970

2. Dynamic Programming and Markov Potential Theory;Hordijk,1974

3. Markov Decision Processes: Discrete Stochastic Dynamic Programming;Puterman,1994

4. Markov Decision Processes;White,1993

5. Mean, variance and probabilistic criteria in finite Markov decision processes: A review;White;J. Optim. Theory Appl.,1988

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1. Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes;Kybernetika;2024-07-23

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3. The optimal probability of the risk for finite horizon partially observable Markov decision processes;AIMS Mathematics;2023

4. First Passage Risk Probability Minimization for Piecewise Deterministic Markov Decision Processes;Acta Mathematicae Applicatae Sinica, English Series;2022-07

5. Efficient algorithms for Risk-Sensitive Markov Decision Processes with limited budget;International Journal of Approximate Reasoning;2021-12

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