Risk-Sensitive Probability for Markov Chains

Zero-sum risk-sensitive stochastic games for continuous time Markov chains

Stochastic Analysis and Applications ◽

10.1080/07362994.2016.1180995 ◽

2016 ◽

Vol 34 (5) ◽

pp. 835-851 ◽

Cited By ~ 3

Author(s):

Mrinal K. Ghosh ◽

K. Suresh Kumar ◽

Chandan Pal

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Stochastic Games ◽

Continuous Time Markov Chains ◽

Risk Sensitive ◽

Zero Sum

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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 ◽

Risk Sensitive

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Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

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

10.1109/cdc.1998.760782 ◽

2002 ◽

Cited By ~ 6

Author(s):

G. Avila-Godoy ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Controlled Markov Chains ◽

Risk Sensitive ◽

Structured Policies

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A poisson equation for the risk-sensitive average cost in semi-markov chains

Discrete Event Dynamic Systems ◽

10.1007/s10626-015-0224-z ◽

2016 ◽

Vol 26 (4) ◽

pp. 633-656 ◽

Cited By ~ 1

Author(s):

Rolando Cavazos-Cadena

Keyword(s):

Markov Chains ◽

Poisson Equation ◽

Average Cost ◽

Risk Sensitive

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Controlled Markov chains with risk-sensitive exponential average cost criterion

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

10.1109/cdc.1997.657109 ◽

2002 ◽

Cited By ~ 5

Author(s):

A. Brau ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Average Cost ◽

Average Cost Criterion ◽

Controlled Markov Chains ◽

Cost Criterion ◽

Risk Sensitive

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Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

Stochastics ◽

10.1080/17442500500428833 ◽

2005 ◽

Vol 77 (6) ◽

pp. 537-568 ◽

Cited By ~ 2

Author(s):

Rolando Cavazos-Cadena ◽

Daniel Hernández-Hernández

Keyword(s):

Markov Chains ◽

Successive Approximations ◽

Controlled Markov Chains ◽

Risk Sensitive ◽

Average Criterion ◽

Partially Observable

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Controlled Markov chains with risk-sensitive criteria: some (counter) examples

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

10.1109/cdc.1998.758575 ◽

2002 ◽

Cited By ~ 3

Author(s):

A. Brau-Rojas ◽

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Controlled Markov Chains ◽

Risk Sensitive

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Analysis of a risk-sensitive control problem for hidden Markov chains

IEEE Transactions on Automatic Control ◽

10.1109/9.763237 ◽

1999 ◽

Vol 44 (5) ◽

pp. 1093-1100 ◽

Cited By ~ 11

Author(s):

D. Hernandez-Hernandez ◽

S.I. Marcus ◽

P.J. Fard

Keyword(s):

Markov Chains ◽

Control Problem ◽

Hidden Markov ◽

Hidden Markov Chains ◽

Risk Sensitive ◽

Risk Sensitive Control

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Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

10.1109/cdc.1999.832761 ◽

2003 ◽

Cited By ~ 1

Author(s):

R. Cavazos-Cadena ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Chains ◽

Controlled Markov Chains ◽

Risk Sensitive ◽

Vanishing Discount Approach

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Value iteration for controlled Markov chains with risk sensitive cost criterion

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) ◽

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 ◽

Controlled Markov Chains ◽

Cost Criterion ◽

Risk Sensitive

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