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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space

JOURNAL ARTICLE published 1 May 2003 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena

Blackwell Optimality in Denumerable Markov Decision Chains

BOOK CHAPTER published 1984 in Operations Research Proceedings

Authors: Rommert Dekker | Arie Hordijk

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

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

Sensitive Optimality Criteria in Countable State Dynamic Programming

JOURNAL ARTICLE published February 1977 in Mathematics of Operations Research

Authors: A. Hordijk | K. Sladký

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

Overtaking Optimality for Markov Decision Chains

JOURNAL ARTICLE published May 1979 in Mathematics of Operations Research

Authors: Eric V. Denardo | Uriel G. Rothblum

The convergence of value iteration in average cost Markov decision chains

JOURNAL ARTICLE published July 1996 in Operations Research Letters

Authors: Linn I. Sennott

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

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Xianping Guo | Yi Zhang

Contractive approximations in average Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research

Authors: Gustavo Portillo-Ramírez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

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

Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Allise O. Wachs | Irwin E. Schochetman | Robert L. Smith

On the Convergence of Policy Iteration in Average Reward Markov Decision Chains with Compact Action Spaces

BOOK CHAPTER published 1985 in Operations Research Proceedings

Authors: Rommert Dekker

New sufficient conditions for average optimality in continuous-time Markov decision processes

JOURNAL ARTICLE published August 2010 in Mathematical Methods of Operations Research

Authors: Liuer Ye | Xianping Guo

Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs

JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fern�ndez-Gaucherand

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

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