Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/040618631
Reference16 articles.
1. Multiplicative ergodicity and large deviations for an irreducible Markov chain
2. Risk-Sensitive Dynamic Asset Management
3. A further remark on dynamic programming for partially observed Markov processes
4. Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
5. Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cited by 61 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. Discounted Risk-Sensitive Optimal Control of Switching Diffusions: Viscosity Solution and Numerical Approximation;Mathematics;2023-12-22
2. Certainty equivalent control of discrete time Markov processes with the average reward functional;Systems & Control Letters;2023-11
3. Average criteria in denumerable semi-Markov decision chains under risk-aversion;Discrete Event Dynamic Systems;2023-08-21
4. Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller;Journal of Applied Probability;2023-07-21
5. Contractive approximations in average Markov decision chains driven by a risk-seeking controller;Mathematical Methods of Operations Research;2023-07-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3