Continuous-time Markov decision processes under the risk-sensitive average cost criterion

Operations Research Letters ◽

10.1016/j.orl.2016.04.010 ◽

2016 ◽

Vol 44 (4) ◽

pp. 457-462 ◽

Author(s):

Qingda Wei ◽

Xian Chen

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision

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A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

IEEE Transactions on Automatic Control ◽

10.1109/9.975505 ◽

2001 ◽

Vol 46 (12) ◽

pp. 1984-1989 ◽

Author(s):

Xianping Guo ◽

Ke Liu

Keyword(s):

Optimality Conditions ◽

Markov Decision Processes ◽

Continuous Time ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision

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Average cost criterion induced by the regular utility function for continuous-time Markov decision processes

Discrete Event Dynamic Systems ◽

10.1007/s10626-017-0237-x ◽

2017 ◽

Vol 27 (3) ◽

pp. 501-524 ◽

Author(s):

Qingda Wei ◽

Xian Chen

Keyword(s):

Utility Function ◽

Markov Decision Processes ◽

Continuous Time ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision

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Denumerable state semi-Markov decision processes with unbounded costs, average cost criterion

Stochastic Processes and their Applications ◽

10.1016/0304-4149(79)90034-6 ◽

1979 ◽

Vol 9 (2) ◽

pp. 223-235 ◽

Author(s):

A. Federgruen ◽

A. Hordijk ◽

H.C. Tijms

Keyword(s):

Markov Decision Processes ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision

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Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

Mathematical Methods of Operations Research ◽

10.1007/s00186-016-0550-4 ◽

2016 ◽

Vol 84 (3) ◽

pp. 461-487 ◽

Author(s):

Qingda Wei

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Finite Horizon ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision

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Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion

Dynamic Games and Applications ◽

10.1007/s13235-021-00391-2 ◽

2021 ◽

Author(s):

Subrata Golui ◽

Chandan Pal ◽

Subhamay Saha

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Zero Sum Games ◽

Time Zero ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision ◽

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Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2013889 ◽

2021 ◽

pp. 1-31

Author(s):

Subrata Golui ◽

Chandan Pal

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

General State ◽

Zero Sum Games ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision ◽

General State Space ◽

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On partially observable Markov decision processes with an average cost criterion

10.1109/cdc.1989.70341 ◽

2003 ◽

Author(s):

E. Fernandez-Gaucherand ◽

A. Arapostathis ◽

S.I. Marcus

Keyword(s):

Markov Decision Processes ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision ◽

Partially Observable Markov ◽

Partially Observable

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Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion

Computers & Mathematics with Applications ◽

10.1016/0898-1221(92)90240-i ◽

1992 ◽

Vol 24 (1-2) ◽

pp. 147-155 ◽

Author(s):

Masamitsu Ohnishi

Keyword(s):

Markov Decision Processes ◽

Average Cost ◽

Policy Iteration ◽

Decision Processes ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision ◽

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THE OPTIMALITY EQUATIONS IN MULTICHAIN DENUMERABLE STATE MARKOV DECISION PROCESSES WITH THE AVERAGE COST CRITERION: THE BOUNDED COST CASE MULTISTAGE BAYESIAN ACCEPTANCE SAMPLING: OPTIMALITY OF A (z,c",c'^)-SAMPLING PLAN IN GASE OF A POLYA PRIOR DISTRIBUTION

Statistics & Risk Modeling ◽

10.1524/strm.1985.3.12.143 ◽

1985 ◽

Vol 3 (1-2) ◽

Author(s):

Henk Zijm

Keyword(s):

Markov Decision Processes ◽

Average Cost ◽

Prior Distribution ◽

Decision Processes ◽

Sampling Plan ◽

Acceptance Sampling ◽

Average Cost Criterion ◽

Cost Criterion ◽

Markov Decision ◽

Optimality Equations

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SEMI-MARKOV DECISION PROCESSES WITH INCOMPLETE STATE OBSERVATION : AVERAGE COST CRITERION

Journal of the Operations Research Society of Japan ◽

10.15807/jorsj.24.95 ◽

1981 ◽

Vol 24 (2) ◽

pp. 95-109 ◽

Author(s):

Kazuyoshi Wakuta

Keyword(s):

Markov Decision Processes ◽

Average Cost ◽

Decision Processes ◽

Average Cost Criterion ◽

State Observation ◽

Cost Criterion ◽

Markov Decision

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