Markov decision processes under risk sensitivity: A discount vanishing approach-Reference-Cited by-同舟云学术

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Markov decision processes under risk sensitivity: A discount vanishing approach

Published:2024-05 Issue:2 Volume:533 Page:128026
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Huang Tanhao,Chen Jinwen^ORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference29 articles.

1. An optimality system for finite average Markov decision chains under risk-aversion;Alanis-Duran;Kybernetika,2012

2. Discrete-time controlled Markov processes with average cost criterion: a survey;Arapostathis;SIAM J. Control Optim.,1993

3. Multiplicative ergodicity and large deviations for an irreducible Markov chain;Balaji;Stoch. Process. Appl.,2000

4. More risk-sensitive Markov decision processes;Bäuerle;Math. Oper. Res.,2014

5. Markov Decision Processes with Applications to Finance;Bäuerle,2017

Cited by 1 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

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