Risk sensitive control of discrete time partially observed Markov processes with infinite horizon

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

10.1109/cdc.1998.758242 ◽

2002 ◽

Author(s):

G.B. Di Masi ◽

L. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

Stochastics and Stochastics Reports ◽

10.1080/17442509908834216 ◽

1999 ◽

Vol 67 (3-4) ◽

pp. 309-322 ◽

Author(s):

G. B. Di Masi ◽

L. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Infinite horizon risk sensitive control of discrete time Markov processes with small risk

Systems & Control Letters ◽

10.1016/s0167-6911(99)00118-8 ◽

2000 ◽

Vol 40 (1) ◽

pp. 15-20 ◽

Author(s):

G.B.Di Masi ◽

Ł. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

SIAM Journal on Control and Optimization ◽

10.1137/s0363012997320614 ◽

1999 ◽

Vol 38 (1) ◽

pp. 61-78 ◽

Author(s):

G. B. Di Masi ◽

L. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property

SIAM Journal on Control and Optimization ◽

10.1137/040618631 ◽

2007 ◽

Vol 46 (1) ◽

pp. 231-252 ◽

Author(s):

Giovanni B. Di Masi ◽

Łukasz Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Risk Sensitive ◽

Risk Sensitive Control

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Infinite horizon risk-sensitive control of nonlinear discrete time systems

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

10.1109/cdc.1997.657111 ◽

2002 ◽

Author(s):

T. Runolfsson

Keyword(s):

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

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Small Parameter Limit for Discrete-Time Partially Observed Risk-Sensitive Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/s0363012996307801 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-32 ◽

Author(s):

Francesca Albertini ◽

Paolo Dai Pra

Keyword(s):

Small Parameter ◽

Discrete Time ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Small Parameter Limit for Ergodic, Discrete-Time, Partially Observed, Risk-Sensitive Control Problems

Mathematics of Control Signals and Systems ◽

10.1007/pl00009875 ◽

2001 ◽

Vol 14 (1) ◽

pp. 1-28 ◽

Author(s):

Francesca Albertini ◽

Paolo Dai Pra ◽

Chiara Prior

Keyword(s):

Small Parameter ◽

Discrete Time ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.286253 ◽

1994 ◽

Vol 39 (4) ◽

pp. 780-792 ◽

Author(s):

M.R. James ◽

J.S. Baras ◽

R.J. Elliott

Keyword(s):

Nonlinear Systems ◽

Discrete Time ◽

Dynamic Games ◽

Risk Sensitive ◽

Partially Observed ◽

Risk Sensitive Control

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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

Mathematical Methods of Operations Research ◽

10.1007/s00186-020-00732-8 ◽

2021 ◽

Author(s):

O. L. V. Costa ◽

F. Dufour

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Piecewise Deterministic Markov Processes ◽

Risk Sensitive Control ◽

Optimality Equations

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Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II

SIAM Journal on Control and Optimization ◽

10.1137/s0363012997321498 ◽

1999 ◽

Vol 37 (4) ◽

pp. 1048-1069 ◽

Author(s):

Wendell H. Fleming ◽

Daniel Hernández-Hernández

Keyword(s):

Infinite Horizon ◽

Finite State Machines ◽

State Machines ◽

Risk Sensitive ◽

Finite State ◽

Risk Sensitive Control

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