Author of the publication

Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion.

, , and . J. Optimization Theory and Applications, 170 (2): 670-686 (2016)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A Stochastic Version of the Ramseyo s Growth Model., , and . ICORES, page 323-329. SciTePress, (2016)Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon., , and . J. Optimization Theory and Applications, 162 (1): 329-346 (2014)Markov decision processes with time-varying discount factors and random horizon., , and . Kybernetika, 53 (1): 82-98 (2017)Contractive approximations in average Markov decision chains driven by a risk-seeking controller., , and . Math. Methods Oper. Res., 98 (1): 75-91 (August 2023)Discounted approximations in risk-sensitive average Markov cost chains with finite state space., , and . Math. Methods Oper. Res., 91 (2): 241-268 (2020)Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion., , and . J. Optimization Theory and Applications, 170 (2): 670-686 (2016)Average criteria in denumerable semi-Markov decision chains under risk-aversion., , and . Discret. Event Dyn. Syst., 33 (3): 221-256 (September 2023)A consumption-investment problem modelled as a discounted Markov decision process., , and . Kybernetika, 47 (6): 909-929 (2011)A note on deterministic approximation of discounted Markov decision processes., , and . Appl. Math. Lett., 22 (8): 1252-1256 (2009)A Consumption and Investment Problem via a Markov Decision Processes Approach with Random Horizon., , and . Adv. Oper. Res., (2022)