Probabilistically distorted risk-sensitive infinite-horizon dynamic programming

Automatica ◽

10.1016/j.automatica.2018.07.028 ◽

2018 ◽

Vol 97 ◽

pp. 1-6

Author(s):

Kun Lin ◽

Cheng Jie ◽

Steven I. Marcus

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Risk Sensitive ◽

Infinite Horizon Dynamic Programming

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Infinite-Horizon Dynamic Programming Models—A Planning-Horizon Formulation

Operations Research ◽

10.1287/opre.27.4.730 ◽

1979 ◽

Vol 27 (4) ◽

pp. 730-742 ◽

Cited By ~ 16

Author(s):

Thomas E. Morton

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Planning Horizon ◽

Programming Models ◽

Infinite Horizon Dynamic Programming

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Infinite-horizon dynamic programming and application to management of economies effected by random natural hazards

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.05.042 ◽

2008 ◽

Vol 204 (2) ◽

pp. 609-620 ◽

Cited By ~ 2

Author(s):

A. Kryazhimskiy ◽

M. Obersteiner ◽

A. Smirnov

Keyword(s):

Dynamic Programming ◽

Natural Hazards ◽

Infinite Horizon ◽

Infinite Horizon Dynamic Programming

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Adaptive aggregation methods for infinite horizon dynamic programming

IEEE Transactions on Automatic Control ◽

10.1109/9.24227 ◽

1989 ◽

Vol 34 (6) ◽

pp. 589-598 ◽

Cited By ~ 71

Author(s):

D.P. Bertsekas ◽

D.A. Castanon

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Aggregation Methods ◽

Adaptive Aggregation ◽

Infinite Horizon Dynamic Programming

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Stabilizing Policy Improvement for Large-Scale Infinite-Horizon Dynamic Programming

SIAM Journal on Matrix Analysis and Applications ◽

10.1137/060653305 ◽

2009 ◽

Vol 31 (2) ◽

pp. 434-459

Author(s):

Michael J. O'Sullivan ◽

Michael A. Saunders

Keyword(s):

Dynamic Programming ◽

Large Scale ◽

Infinite Horizon ◽

Policy Improvement ◽

Infinite Horizon Dynamic Programming

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CHAPTER 8: INFINITE HORIZON DYNAMIC PROGRAMMING

Stochastic Systems ◽

10.1137/1.9781611974263.ch8 ◽

2015 ◽

pp. 143-168

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Infinite Horizon Dynamic Programming

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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 ◽

Cited By ~ 19

Author(s):

G.B.Di Masi ◽

Ł. Stettner

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Infinite Horizon ◽

Small Risk ◽

Risk Sensitive ◽

Risk Sensitive Control

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Dynamic Programming: Infinite Horizon Problems, Overview

10.1007/springerreference_72226 ◽

2012 ◽

Keyword(s):

Dynamic Programming ◽

Infinite Horizon ◽

Infinite Horizon Problems ◽

Horizon Problems

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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 ◽

Cited By ~ 17

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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A note on negative dynamic programming for risk-sensitive control

Operations Research Letters ◽

10.1016/j.orl.2008.03.003 ◽

2008 ◽

Vol 36 (5) ◽

pp. 531-534 ◽

Cited By ~ 6

Author(s):

Anna Jaśkiewicz

Keyword(s):

Dynamic Programming ◽

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 ◽

Time Systems

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