1. Nonstationary policies are optimal for risk-sensitive Markov decision processes;Bouakiz,1983
2. K.-J. Chung and M.J. Sobel, “Discounted MDPs: Distribution functions and exponential utility maximization”, SIAM J. Control Optimization, forthcoming.
3. Gain/variability tradeoffs in undiscounted Markov decision processes;Filar,1984
4. Gain/variability tradeoffs in discounted Markov decision processes;Filar,1984
5. Vector-valued dynamic programming;Henig;SIAM J. Control Optimization,1983