Narrow search
Showing 1 - 6 of 6
Cover Image
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space : an alternative approach
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel - In: Mathematical methods of operations research 56 (2002) 3, pp. 473-479
Persistent link: https://www.econbiz.de/10001725939
Cover Image
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando - In: Mathematics of operations research 43 (2018) 3, pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Cover Image
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña; Hernández-Hernández, Daniel; … - In: Mathematical methods of operations research 68 (2008) 1, pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Cover Image
Discounted approximations for risk-sensitive average criteria in markov decision chains with finite state space
Cavazos-Cadena, Rolando; Hernández Hernández, Daniel - In: Mathematics of operations research 36 (2011) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10009007257
Cover Image
A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function
Cavazos-Cadena, Rolando; Hernández Hernández, Daniel - In: Mathematics of operations research 41 (2016) 1, pp. 224-235
Persistent link: https://www.econbiz.de/10011448358
Cover Image
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén; Cavazos-Cadena, Rolando; … - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10012229529