Controlled Markov chains with risk-sensitive exponential average cost criterion

Cost Criterion ◽

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 ◽

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion

Journal of Optimization Theory and Applications ◽

10.1007/s10957-016-0916-z ◽

2016 ◽

Vol 170 (2) ◽

pp. 670-686 ◽

Cited By ~ 1

Author(s):

Selene Chávez-Rodríguez ◽

Rolando Cavazos-Cadena ◽

Hugo Cruz-Suárez

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

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 ◽

Cited By ~ 4

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

Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

SIAM Journal on Control and Optimization ◽

10.1137/0327034 ◽

1989 ◽

Vol 27 (3) ◽

pp. 642-657 ◽

Cited By ~ 41

Author(s):

Vivek S. Borkar

Keyword(s):

Dynamic Programming ◽

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Long Run ◽

Dynamic Programming Equations

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 ◽

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

Control of Markov Chains with Long-Run Average Cost Criterion

10.1007/978-1-4613-8762-6_4 ◽

1988 ◽

pp. 57-77 ◽

Cited By ~ 19

Author(s):

Vivek S. Borkar

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Long Run

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 ◽

On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion

Systems & Control Letters ◽

10.1016/j.sysconle.2005.06.009 ◽

2006 ◽

Vol 55 (2) ◽

pp. 165-173 ◽

Cited By ~ 14

Author(s):

Shun-Pin Hsu ◽

Dong-Ming Chuang ◽

Ari Arapostathis

Keyword(s):

Average Cost ◽

Average Cost Criterion ◽

Cost Criterion ◽

Long Run ◽

Partially Observed ◽

Optimal Policies

Optimal maintenance policy for degrading manufacturing systems using long-term average cost criterion

Production Planning & Control ◽

10.1080/09537281003730354 ◽

2010 ◽

Vol 22 (2) ◽

pp. 124-136 ◽

Cited By ~ 6

Author(s):

Jiwen Sun ◽

Lifeng Xi

Keyword(s):

Average Cost ◽

Manufacturing Systems ◽

Maintenance Policy ◽

Average Cost Criterion ◽

Cost Criterion ◽

Optimal Maintenance ◽

Optimal Maintenance Policy

Control policies for two-stage, pull-type production/inventory systems with constrained average cost criterion

International Journal of Production Research ◽

10.1080/00207549408957055 ◽

1994 ◽

Vol 32 (9) ◽

pp. 2005-2014 ◽

Cited By ~ 1

Author(s):

M. B. GURSOY ◽

T. ALTIOK ◽

H. DANHONG

Keyword(s):

Average Cost ◽

Inventory Systems ◽

Two Stage ◽

Control Policies ◽

Average Cost Criterion ◽

Cost Criterion ◽

Production Inventory