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Infinite horizon stopping problems with (nearly) total reward criteria

JOURNAL ARTICLE published December 2014 in Stochastic Processes and their Applications

Research funded by MNiSzW (UMO-2012/07/B/ST1/03298)

Authors: Jan Palczewski | Łukasz Stettner

https://doi.org/10.1016/j.spa.2014.07.009 Actions

Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published 2 January 2022 in Stochastic Analysis and Applications

Authors: Subrata Golui | Chandan Pal

https://doi.org/10.1080/07362994.2021.1889381 Actions

Stochastic Control with Complete Observations on an Infinite Horizon

BOOK CHAPTER published 2021 in Communications and Control Engineering

Authors: Jan H. van Schuppen

https://doi.org/10.1007/978-3-030-66952-2_13 Actions

Stochastic Control with Partial Observations on an Infinite Horizon

BOOK CHAPTER published 2021 in Communications and Control Engineering

Authors: Jan H. van Schuppen

https://doi.org/10.1007/978-3-030-66952-2_15 Actions

REMOVED: Chapter 9 The Infinite Horizon Borel Models

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

https://doi.org/10.1016/s0076-5392(08)61855-x Actions

Discrete time Markov chains

BOOK CHAPTER published 22 July 2013 in Applied Stochastic Processes

https://doi.org/10.1201/b15257-6 Actions

Markov Chains with Countably Infinite State Spaces

BOOK CHAPTER published 1996 in Discrete Stochastic Processes

Authors: Robert G. Gallager

https://doi.org/10.1007/978-1-4615-2329-1_5 Actions

REMOVED: Chapter 5 Infinite Horizon Models under Monotonicity Assumptions

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

https://doi.org/10.1016/s0076-5392(08)61850-0 Actions

Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion

JOURNAL ARTICLE published April 2023 in Stochastic Processes and their Applications

Research funded by Science and Engineering Research Board (MTR/2021/000307)

Authors: Mrinal K. Ghosh | Subrata Golui | Chandan Pal | Somnath Pradhan

https://doi.org/10.1016/j.spa.2022.12.009 Actions

Markov: A methodology for the solution of infinite time horizon markov decision processes

JOURNAL ARTICLE published December 1988 in Applied Stochastic Models and Data Analysis

Authors: Byron K. Williams

https://doi.org/10.1002/asm.3150040405 Actions

Risk-sensitive portfolio optimization on infinite time horizon

JOURNAL ARTICLE published January 2002 in Stochastics and Stochastic Reports

Authors: Kazutaka Kuroda | Hideo Nagai

https://doi.org/10.1080/1045112021000025961 Actions

REMOVED: Chapter 4 Infinite Horizon Models under a Contraction Assumption

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

https://doi.org/10.1016/s0076-5392(08)61849-4 Actions

On approximations to discrete-time stochastic control problems

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: G. B. Di Masi | W. J. Runggaldier | F. Chiariello

https://doi.org/10.1007/bfb0007091 Actions

On the compactness method in general ergodic impulsive control of markov processes

JOURNAL ARTICLE published August 1990 in Stochastics and Stochastic Reports

Authors: Dariusz Gatarek | Lukasz Stettner

https://doi.org/10.1080/17442509008833646 Actions

Non-Markov Processes in Continuous Time with Discrete State Spaces

BOOK CHAPTER published 1974 in Stochastic Processes

Authors: Rodney Coleman

https://doi.org/10.1007/978-94-010-9796-3_7 Actions

Discrete-Time Markov Chains

BOOK CHAPTER published 2013 in Markov Processes for Stochastic Modeling

Authors: Oliver C. Ibe

https://doi.org/10.1016/b978-0-12-407795-9.00004-9 Actions

Discrete-time Markov chains

BOOK CHAPTER published 1997 in Markov Processes for Stochastic Modeling

Authors: Masaaki Kijima

https://doi.org/10.1007/978-1-4899-3132-0_2 Actions

Dynamic Programming Algorithms for Finite Horizon Control Problems and Markov Decision Processes

BOOK CHAPTER published 2015 in Optimization of Stochastic Discrete Systems and Control on Complex Networks

Authors: Dmitrii Lozovanu | Stefan Pickl

https://doi.org/10.1007/978-3-319-11833-8_4 Actions

Bayesian ergodic adaptive control of diffusion processes

JOURNAL ARTICLE published April 1997 in Stochastics and Stochastic Reports

Authors: G. B. Di Masp | Ł. Stettner

https://doi.org/10.1080/17442509708834104 Actions

Risk sensitive optimal stopping

JOURNAL ARTICLE published June 2021 in Stochastic Processes and their Applications

Authors: Damian Jelito | Marcin Pitera | Łukasz Stettner

https://doi.org/10.1016/j.spa.2021.03.005 Actions
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