51 citations · 137 across the 5 of their papers we have counts for
5 papers
Markov Decision Processes under Ambiguity
Nicole Bäuerle, Ulrich Rieder
We consider statistical Markov Decision Processes where the decision maker is risk averse against model ambiguity. The latter is given by an unknown parameter which influences the…
Partially Observable Risk-Sensitive Stopping Problems in Discrete Time
Nicole Bäuerle, Ulrich Rieder
In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our a…
Zero-sum Risk-Sensitive Stochastic Games
Nicole Bäuerle, Ulrich Rieder
In this paper we consider two-person zero-sum risk-sensitive stochastic dynamic games with Borel state and action spaces and bounded reward. The term risk-sensitive refers to the f…
Partially Observable Risk-Sensitive Markov Decision Processes
Nicole Bäuerle, Ulrich Rieder
We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable…
Average optimality for continuous-time Markov decision processes in polish spaces
Xianping Guo, Ulrich Rieder
This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is…