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Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1287/moor.1100.0476 Actions

Verifiable conditions for average optimality of continuous-time Markov decision processes

JOURNAL ARTICLE published November 2016 in Operations Research Letters

Research funded by NSFC (11471341)

Authors: Xiaolong Zou | Yonghui Huang

https://doi.org/10.1016/j.orl.2016.09.007 Actions

Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-008-0229-6 Actions

Discounted cost optimality problem: stability with respect to weak metrics

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0171-z Actions

On strong average optimality of markov decision processes with unbounded costs

JOURNAL ARTICLE published March 1992 in Operations Research Letters

Authors: Mrinal K Ghosh | Steven I Marcus

https://doi.org/10.1016/0167-6377(92)90040-a Actions

Blackwell Optimality in Denumerable Markov Decision Chains

BOOK CHAPTER published 1984 in Operations Research Proceedings

Authors: Rommert Dekker | Arie Hordijk

https://doi.org/10.1007/978-3-642-69546-9_102 Actions

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

https://doi.org/10.1007/s00186-007-0157-x Actions

The convergence of value iteration in average cost Markov decision chains

JOURNAL ARTICLE published July 1996 in Operations Research Letters

Authors: Linn I. Sennott

https://doi.org/10.1016/0167-6377(96)00018-1 Actions

Total Reward Variance in Discrete and Continuous Time Markov Chains

BOOK CHAPTER published 2005 in Operations Research Proceedings 2004

Authors: Karel Sladký | Nico M. van Dijk

https://doi.org/10.1007/3-540-27679-3_40 Actions

Comments on: “A policy improvement method for constrained average Markov decision processes” [Oper. Res. Lett. 35 (2007) 434–438]

JOURNAL ARTICLE published January 2009 in Operations Research Letters

Authors: Yasemin Serin

https://doi.org/10.1016/j.orl.2008.10.002 Actions

Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

JOURNAL ARTICLE published August 1988 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

https://doi.org/10.1287/moor.13.3.395 Actions

Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

JOURNAL ARTICLE published November 2007 in Mathematics of Operations Research

Authors: Eugene A. Feinberg | Mark E. Lewis

https://doi.org/10.1287/moor.1070.0269 Actions

A policy improvement method for constrained average Markov decision processes

JOURNAL ARTICLE published July 2007 in Operations Research Letters

Authors: Hyeong Soo Chang

https://doi.org/10.1016/j.orl.2006.09.003 Actions

On some algorithms for limiting average Markov decision processes

JOURNAL ARTICLE published March 2007 in Operations Research Letters

Authors: C. Daoui | M. Abbad

https://doi.org/10.1016/j.orl.2006.03.006 Actions

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

https://doi.org/10.1007/978-3-642-68997-0_79 Actions

Sensitive Optimality Criteria in Countable State Dynamic Programming

JOURNAL ARTICLE published February 1977 in Mathematics of Operations Research

Authors: A. Hordijk | K. Sladký

https://doi.org/10.1287/moor.2.1.1 Actions

Recurrence conditions for Markov decision processes with Borel state space: A survey

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Onésimo Hernández-Lerma | RaÚl Montes-De-Oca | Rolando Cavazos-Cadena

https://doi.org/10.1007/bf02055573 Actions

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

https://doi.org/10.1007/s001860000068 Actions

Growth Optimality for Branching Markov Decision Chains

JOURNAL ARTICLE published November 1982 in Mathematics of Operations Research

Authors: Uriel G. Rothblum | Peter Whittle

https://doi.org/10.1287/moor.7.4.582 Actions

Overtaking Optimality for Markov Decision Chains

JOURNAL ARTICLE published May 1979 in Mathematics of Operations Research

Authors: Eric V. Denardo | Uriel G. Rothblum

https://doi.org/10.1287/moor.4.2.144 Actions
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