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A note on the existence of optimal stationary policies for average Markov decision processes with countable states

JOURNAL ARTICLE published May 2023 in Automatica

Research funded by National Natural Science Foundation of China (11931018,62073346,U1811462) | Sun Yat-sen University (2020B1212060032) | National Key Research and Development Program of China (2022YFA1004600) | Basic and Applied Basic Research Foundation of Guangdong Province (2021A1515011984)

Authors: Li Xia | Xianping Guo | Xi-Ren Cao

https://doi.org/10.1016/j.automatica.2023.110877 Actions

Risk-Sensitive Control of Finite State Machines on an Infinite Horizon II

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Wendell H. Fleming | Daniel Hernández-Hernández

https://doi.org/10.1137/s0363012997321498 Actions

A new condition for the existence of optimal stationary policies in average cost Markov decision processes

JOURNAL ARTICLE published June 1986 in Operations Research Letters

Authors: Linn I. Sennott

https://doi.org/10.1016/0167-6377(86)90095-7 Actions

Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes

JOURNAL ARTICLE published February 1999 in Automatica

Authors: Stefano P. Coraluppi | Steven I. Marcus

https://doi.org/10.1016/s0005-1098(98)00153-8 Actions

Nonzero-Sum Games of Optimal Stopping for Markov Processes

JOURNAL ARTICLE published June 2018 in Applied Mathematics & Optimization

Authors: Natalie Attard

https://doi.org/10.1007/s00245-016-9388-7 Actions

Further Topics on Discrete-Time Markov Control Processes

BOOK published 1999

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

https://doi.org/10.1007/978-1-4612-0561-6 Actions

On nonlinear semigroups for Markov processes associated with optimal stopping

JOURNAL ARTICLE published March 1977 in Applied Mathematics & Optimization

Authors: Makiko Nisio

https://doi.org/10.1007/bf01442137 Actions

Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach

JOURNAL ARTICLE published September 2014 in Optimal Control Applications and Methods

Authors: Juan González‐Hernández | Raquiel R. López‐Martínez | J. Adolfo Minjárez‐Sosa | J. Rigoberto Gabriel‐Arguelles

https://doi.org/10.1002/oca.2089 Actions

Existence of optimal stationary policies in discounted Markov decision processes: approaches by occupation measures

JOURNAL ARTICLE published May 1994 in Computers & Mathematics with Applications

Authors: M. Kurano | M. Kawai

https://doi.org/10.1016/0898-1221(94)90128-7 Actions

Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes

JOURNAL ARTICLE published December 1988 in Journal of Mathematical Analysis and Applications

Authors: J.B Lasserre

https://doi.org/10.1016/0022-247x(88)90098-4 Actions

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

https://doi.org/10.1007/s00245-009-9080-2 Actions

Existence of Stationary Optimal Policies for Some Markov Renewal Programs

JOURNAL ARTICLE published July 1967 in SIAM Review

Authors: Bennett Fox

https://doi.org/10.1137/1009079 Actions

Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming

JOURNAL ARTICLE published January 2006 in SIAM Journal on Control and Optimization

Authors: Diego Klabjan | Daniel Adelman

https://doi.org/10.1137/s0363012903437290 Actions

Average cost Markov control processes with weighted norms: value iteration

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

https://doi.org/10.4064/am-23-2-219-237 Actions

Semi-Markov control models with average costs

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Fernando Luque-Vásquez | Onésimo Hernández-Lerma

https://doi.org/10.4064/am-26-3-315-331 Actions

Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

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

https://doi.org/10.4064/am28-1-7 Actions

On risk sensitive control of regular step Markov processes

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Roman Sadowy

https://doi.org/10.4064/am28-3-3 Actions

Envelopes of Sets of Measures, Tightness, and Markov Control Processes

JOURNAL ARTICLE published 19 November 1999 in Applied Mathematics and Optimization

Authors: J. González-Hernández

https://doi.org/10.1007/s002459900131 Actions

Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management

JOURNAL ARTICLE published 18 October 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Tomasz Bielecki | Daniel Hernández-Hernández | Stanley R. Pliska

https://doi.org/10.1007/s001860050094 Actions

Infinite Linear Programming and Multichain Markov Control Processes in Uncountable Spaces

JOURNAL ARTICLE published January 1998 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Juan González-Hernández

https://doi.org/10.1137/s0363012995292238 Actions
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