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 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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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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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 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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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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H/sub ∞/-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.411193 ◽

2002 ◽

Author(s):

D.S. Naidu ◽

C.D. Charalambous ◽

K.L. Moore ◽

M.A. Abdelrahma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Singularly Perturbed ◽

Discrete Time Systems ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

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On risk sensitive control of regular step Markov processes

Applicationes Mathematicae ◽

10.4064/am28-3-3 ◽

2001 ◽

Vol 28 (3) ◽

pp. 271-279

Author(s):

Roman Sadowy

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Risk Sensitive Control

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Risk-sensitive control and dynamic games: The discrete-time case

System Modelling and Optimization ◽

10.1007/978-0-387-34897-1_17 ◽

1996 ◽

pp. 163-170

Author(s):

Paolo Dai Pra ◽

Cristina Rudari

Keyword(s):

Discrete Time ◽

Dynamic Games ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Discrete Time Case

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