Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces

JOURNAL ARTICLE published 21 September 2000 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Average cost Markov Decision Processes: Optimality conditions

JOURNAL ARTICLE published July 1991 in Journal of Mathematical Analysis and Applications

Authors: O Hernández-Lerma | J.C Hennet | J.B Lasserre

Controlled Markov Processes

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

Average Reward Criterion

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models

JOURNAL ARTICLE published October 1971 in The Annals of Mathematical Statistics

Authors: Sheldon M. Ross

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Authors: Qingda Wei

Markov control processes with randomized discounted cost

JOURNAL ARTICLE published 15 February 2007 in Mathematical Methods of Operations Research

Authors: Juan González-Hernández | Raquiel R. López-Martínez | J. Rubén Pérez-Hernández

Functions of Finite Markov Chains

JOURNAL ARTICLE published September 1963 in The Annals of Mathematical Statistics

Authors: S. W. Dharmadhikari

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research

Authors: Tom�s Prieto-Rumeau | On�simo Hern�ndez-Lerma

Probabilistic Functions of Finite State Markov Chains

JOURNAL ARTICLE published February 1969 in The Annals of Mathematical Statistics

Authors: T. Petrie

On Certain Average Characteristics of Finite Continuous-Time Markov Chains

JOURNAL ARTICLE published February 2015 in Journal of Mathematical Sciences

Authors: Ya. A. Satin | A. I. Zeifman

Optimal Stopping for Functions of Markov Chains

JOURNAL ARTICLE published December 1968 in The Annals of Mathematical Statistics

Authors: Alberto Ruiz-Moncayo

Testing hypotheses for Markov chains when the parameter space is finite

JOURNAL ARTICLE published 1 January 1963 in Kodai Mathematical Journal

Authors: Ken-ichi Yoshihara

Transient Atomic Markov Chains with a Denumerable Number of States

JOURNAL ARTICLE published March 1958 in The Annals of Mathematical Statistics

Authors: Leo Breiman

Functions of Finite Markov Chains and Exponential Type Processes

JOURNAL ARTICLE published June 1968 in The Annals of Mathematical Statistics

Authors: Paul E. Boudreau

Identification of State-calculable Functions of Finite Markov Chains

JOURNAL ARTICLE published February 1967 in The Annals of Mathematical Statistics

Authors: J. W. Carlyle

On the Identifiability Problem for Functions of Finite Markov Chains

JOURNAL ARTICLE published September 1959 in The Annals of Mathematical Statistics

Authors: Edgar J. Gilbert

On the Tail $Sigma$-Algebra of the Finite Inhomogeneous Markov Chains

JOURNAL ARTICLE published December 1970 in The Annals of Mathematical Statistics

Authors: Harry Cohn

A Characterisation of a Class of Functions of Finite Markov Chains

JOURNAL ARTICLE published April 1965 in The Annals of Mathematical Statistics

Authors: S. W. Dharmadhikari