This note concerns Markov decision chains with finite state and action sets. The decision maker is assumed to be risk-averse with constant risk sensitive coefficient λ, and the performance of a control policy is measured by the risk-sensitive average cost criterion. In their seminal paper...

This note concerns Markov decision chains with finite state and action sets. The decision maker is assumed to be risk-averse with constant risk sensitive coefficient λ, and the performance of a control policy is measured by the risk-sensitive average cost criterion. In their seminal paper...

This paper introduces a multiobjective control formulation of the priority assignment (PA) problem for a discrete-time single-server queueing system with q competing classes of customers, and the discounted cost criterion. A multiobjective priority assignment (MPA) problem is presented, which is...

This paper introduces a multiobjective control formulation of the priority assignment (PA) problem for a discrete-time single-server queueing system with q competing classes of customers, and the discounted cost criterion. A multiobjective priority assignment (MPA) problem is presented, which is...