51 citations · 137 across the 5 of their papers we have counts for
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math.OC2019★ 8 cited
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…
math.OC2017★ 3 cited
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…
math.OC2016★ 48 cited
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…