Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

Risk Sensitive ◽

Average Criterion ◽

Partially Observable

Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) ◽

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

10.1109/cdc.1998.760782 ◽

2002 ◽

Cited By ~ 6

Author(s):

G. Avila-Godoy ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Risk Sensitive ◽

Structured Policies

Controlled Markov chains with risk-sensitive exponential average cost criterion

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657109 ◽

2002 ◽

Cited By ~ 5

Author(s):

A. Brau ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) ◽

Controlled Markov chains with risk-sensitive criteria: some (counter) examples

10.1109/cdc.1998.758575 ◽

2002 ◽

Cited By ~ 3

Author(s):

A. Brau-Rojas ◽

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Value iteration in a class of controlled Markov chains with average-criterion: unbounded costs case

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480543 ◽

2002 ◽

Cited By ~ 1

Author(s):

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Value Iteration ◽

Average Criterion

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

10.1109/cdc.1999.832761 ◽

2003 ◽

Cited By ~ 1

Author(s):

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Risk Sensitive ◽

Vanishing Discount Approach

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

Value iteration for controlled Markov chains with risk sensitive cost criterion

10.1109/cdc.1999.832762 ◽

2003 ◽

Cited By ~ 2

Author(s):

T. Bielecki ◽

D. Hernandez-Hernandez ◽

S.R. Pliska

Keyword(s):

Markov Chains ◽

Value Iteration ◽

Cost Criterion ◽

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement

Proceedings of the 36th IEEE Conference on Decision and Control ◽

10.1109/cdc.1997.657596 ◽

2002 ◽

Cited By ~ 4

Author(s):

G. Avila-Godoy ◽

A. Brau ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Risk Sensitive ◽

Machine Replacement

Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion

IEEE Transactions on Automatic Control ◽

10.1109/tac.2002.808469 ◽

2003 ◽

Vol 48 (2) ◽

pp. 236-245 ◽

Cited By ~ 39

Author(s):

Xianping Guo ◽

O. Hernandez-Lerma

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Average Criterion ◽

Monotonicity Conditions

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 ◽

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 ◽