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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Risk sensitive control of Markov processes in countable state space

Systems & Control Letters ◽

10.1016/s0167-6911(96)00051-5 ◽

1996 ◽

Vol 29 (3) ◽

pp. 147-155 ◽

Author(s):

Daniel Hernandez-Hernández ◽

Steven I. Marcus

Keyword(s):

State Space ◽

Markov Processes ◽

Countable State Space ◽

Risk Sensitive ◽

Countable State ◽

Risk Sensitive Control

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

A risk-sensitive control dual approach to a large deviations control problem

Systems & Control Letters ◽

10.1016/s0167-6911(03)00100-2 ◽

2003 ◽

Vol 49 (4) ◽

pp. 295-309 ◽

Author(s):

Huyên Pham

Keyword(s):

Large Deviations ◽

Control Problem ◽

Dual Approach ◽

Risk Sensitive ◽

Risk Sensitive Control ◽

Large Deviations Control

Download Full-text

Some Results on Risk-Sensitive Control with Full Observation

Applied Mathematics & Optimization ◽

10.1007/s002459900067 ◽

1998 ◽

Vol 37 (1) ◽

pp. 1-41 ◽

Author(s):

A. Bensoussan

Keyword(s):

Risk Sensitive ◽

Risk Sensitive Control

Download Full-text

Risk-sensitive control of cash management systems

Operational Research ◽

10.1007/s12351-017-0371-0 ◽

2017 ◽

Vol 20 (2) ◽

pp. 1159-1176 ◽

Author(s):

Francisco Salas-Molina

Keyword(s):

Management Systems ◽

Cash Management ◽

Risk Sensitive ◽

Risk Sensitive Control

Download Full-text