Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

Cost Criterion ◽

Risk Sensitive

Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998345172 ◽

2000 ◽

Vol 39 (3) ◽

pp. 673-681 ◽

Cited By ~ 23

Author(s):

V. S. Borkar.

Keyword(s):

Dynamic Programming ◽

Markov Chains ◽

Average Cost ◽

Partial Observations ◽

Dynamic Programming Equations

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

10.1109/cdc.2001.980563 ◽

2003 ◽

Author(s):

A. Brau-Rojas ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Risk Sensitive

A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

The Annals of Applied Probability ◽

10.1214/105051604000000585 ◽

2005 ◽

Vol 15 (1A) ◽

pp. 175-212 ◽

Cited By ~ 14

Author(s):

Rolando Cavazos-Cadena ◽

Daniel Hernández-Hernández

Keyword(s):

Markov Chains ◽

Average Cost ◽

Risk Sensitive

Stability estimates for controlled Markov chains with a minorant

Journal of Soviet Mathematics ◽

10.1007/bf01083641 ◽

1988 ◽

Vol 40 (4) ◽

pp. 481-486

Author(s):

E. I. Gordienko

Keyword(s):

Markov Chains ◽

Stability Estimates ◽

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

Controlled Markov chains and safety criteria

10.1109/cdc.2001.981142 ◽

2003 ◽

Cited By ~ 1

Author(s):

A. Arapostathis ◽

R. Kumar ◽

S. Tangirala

Keyword(s):

Markov Chains ◽

Markov Processes and Controlled Markov Chains

10.1007/978-1-4613-0265-0 ◽

2002 ◽

Cited By ~ 3

Keyword(s):

Markov Chains ◽

Markov Processes ◽

Controlled Markov Chains

Numerical Methods for Stochastic Control Problems in Continuous Time ◽

10.1007/978-1-4684-0441-8_3 ◽

1992 ◽

pp. 35-51

Author(s):

Harold J. Kushner ◽

Paul G. Dupuis

Keyword(s):

Markov Chains ◽

Multiple Model-Based Control Using Finite Controlled Markov Chains

Cognitive Computation ◽

10.1007/s12559-009-9020-0 ◽

2009 ◽

Vol 1 (3) ◽

pp. 234-243 ◽

Cited By ~ 8

Author(s):

Enso Ikonen ◽

Kaddour Najim

Keyword(s):

Markov Chains ◽

Multiple Model ◽

Model Based Control ◽

Model Based ◽

On lexicographical optimality criteria in controlled markov chains

Lecture Notes in Control and Information Sciences - Stochastic Optimization ◽

10.1007/bfb0007092 ◽

2005 ◽

pp. 148-156

Author(s):

G. I. Mirzashvili

Keyword(s):

Markov Chains ◽

Optimality Criteria ◽