Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Blackwell optimality in risk-sensitive stochastic control
Marcin Pitera, Łukasz Stettner
In this paper, we consider a discrete-time Markov Decision Process (MDP) on a finite state-action space with a long-run risk-sensitive criterion used as the objective function. We…
math.OC2024
Blackwell optimality and policy stability for long-run risk sensitive stochastic control
Nicole Bäuerle, Marcin Pitera, Łukasz Stettner
This paper analyzes the stability of optimal policies in the long-run stochastic control framework with an averaged risk-sensitive criterion for discrete-time MDPs on finite state-…