Marcus S.I.

S.I. Marcus

Information about the author S.I. Marcus will soon be added to the site.
Found 4 papers in total
Risk sensitive control of Markov processes in countable state space
Risk sensitive control of Markov processes in countable state space
1996
In this paper we consider infinite horizon risk-sensitive control of Markov processes...
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
1994
Stochastic control problems for controlled Markov processes models with an infinite...
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
1991
The authors consider partially observable Markov decision processes with finite or...
On the computation of the optimal cost function for discrete time Markov models with partial observations
On the computation of the optimal cost function for discrete time Markov models with partial observations
1991
The authors consider several applications of two state, finite action, infinite...
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