Risk-sensitive probability for Markov chains.
Vahid Reza RamezaniSteven I. MarcusPublished in: Syst. Control. Lett. (2005)
Keyphrases
- markov chain
- risk sensitive
- transition probabilities
- markov decision problems
- optimality criterion
- optimal control
- steady state
- state space
- utility function
- markov decision processes
- finite state
- random walk
- markov model
- model free
- markov processes
- stationary distribution
- monte carlo
- average reward
- probability distribution
- state transition
- probabilistic automata
- decision theoretic
- average cost
- efficient optimization
- reward function
- information theory
- control policies
- conditional probabilities
- dynamic programming
- search algorithm
- machine learning