A risk‐sensitive stochastic maximum principle for fully coupled forward‐backward stochastic differential equations with applications
Sign Up to like & getrecommendations! Published in 2019 at "Asian Journal of Control"
DOI: 10.1002/asjc.2020
Abstract: In this paper, we are interested in the problem of optimal control where the system is given by a fully coupled forward‐backward stochastic differential equation with a risk‐sensitive performance functional. As a preliminary step, we… read more here.
Keywords: backward stochastic; forward backward; risk sensitive; fully coupled ... See more keywords
Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-021-01968-y
Abstract: This work concerns with semi-Markov decision chains evolving on a finite state space. The controller has a positive and constant risk sensitivity coefficient, and the performance of a control policy is measured by the risk-sensitive… read more here.
Keywords: markov decision; finite state; risk sensitive; semi markov ... See more keywords
Risk-sensitive control of Markov jump linear systems: Caveats and difficulties
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Control, Automation and Systems"
DOI: 10.1007/s12555-015-0114-z
Abstract: In this technical note, we revisit the risk-sensitive optimal control problem for Markov jump linear systems (MJLSs). We first demonstrate the inherent difficulty in solving the risk-sensitive optimal control problem even if the system is… read more here.
Keywords: risk sensitive; control; jump linear; markov jump ... See more keywords
Discounted approximations to the risk-sensitive average cost in finite Markov chains
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2017.01.084
Abstract: Abstract This work concerns with Markov chains on a finite state space, which is endowed with a cost function. The evolution of the chain is observed by an agent with constant risk-sensitivity and, assuming that… read more here.
Keywords: risk sensitive; discounted approximations; markov chains; average cost ... See more keywords
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
Sign Up to like & getrecommendations! Published in 2018 at "Advances in Applied Probability"
DOI: 10.1017/apr.2018.36
Abstract: Abstract In this paper we investigate risk-sensitive semi-Markov decision processes with a Borel state space, unbounded cost rates, and general utility functions. The performance criteria are several expected utilities of the total cost in a… read more here.
Keywords: sensitive semi; risk sensitive; markov decision; decision processes ... See more keywords
Nonzero-sum risk-sensitive stochastic differential games with discounted costs
Sign Up to like & getrecommendations! Published in 2020 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2020.1796707
Abstract: Abstract We study nonzero-sum stochastic differential games with risk-sensitive discounted cost criteria. Under fairly general conditions on drift term and diffusion coefficients, we establish a Nash equilibrium in Markov strategies for the discounted cost criterion.… read more here.
Keywords: sum risk; risk sensitive; nonzero sum; stochastic differential ... See more keywords
Deer hunters’ disease risk sensitivity over time
Sign Up to like & getrecommendations! Published in 2019 at "Human Dimensions of Wildlife"
DOI: 10.1080/10871209.2019.1587650
Abstract: ABSTRACT Risk sensitivity is a predisposition to rate all risks as large. Miller and Shelby (2009) examined hunters’ risk sensitivity relative to chronic wasting disease (CWD), Mad cow, E. coli, Salmonella, Lyme disease, and West… read more here.
Keywords: risk sensitivity; risk; risk sensitive; sensitivity time ... See more keywords
Complex Kernel Risk-Sensitive Loss: Application to Robust Adaptive Filtering in Complex Domain
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Access"
DOI: 10.1109/access.2018.2875141
Abstract: Recently, the maximum complex correntropy criterion (MCCC) algorithm has shown its superiority for adaptive filter in complex domain. Compared with the traditional mean square error (MSE) criterion-based algorithms, MCCC uses complex correntropy as similarity measure,… read more here.
Keywords: complex domain; risk sensitive; kernel risk; complex kernel ... See more keywords
Data-Driven Risk-Sensitive Control for Personalized Lane Change Maneuvers
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Access"
DOI: 10.1109/access.2022.3163267
Abstract: Most current research in the field of autonomous vehicle control assumes that all vehicles will follow the same patterns of automated driving behavior, resulting in systems with “conservative” or “average” driving styles. These systems may… read more here.
Keywords: risk sensitive; sensitive control; lane change; control ... See more keywords
Adaptive Fuzzy Risk-Sensitive Control for Stochastic Strict-Feedback Nonlinear Systems With Unknown Uncertainties
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2020.3028644
Abstract: This article investigates the adaptive fuzzy control problem for a class of stochastic nonlinear systems with the risk-sensitive performance index. The desired cost level of the risk-sensitive index, which could be arbitrarily small, is guaranteed… read more here.
Keywords: unknown uncertainties; nonlinear systems; risk sensitive; adaptive fuzzy ... See more keywords
IoT-Aerial Base Station Task Offloading With Risk-Sensitive Reinforcement Learning for Smart Agriculture
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Green Communications and Networking"
DOI: 10.1109/tgcn.2022.3205330
Abstract: Aerial base stations (ABSs) allow smart farms to offload processing responsibility of complex tasks from Internet of things (IoT) devices to ABSs. IoT devices have limited energy and computing resources, thus it is required to… read more here.
Keywords: sensitive reinforcement; reinforcement learning; risk sensitive; task ... See more keywords