Finite-state approximations for denumerable state discounted markov decision processes

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Near—Optimal Risk—Sensitive Control

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Recursive adaptive control of Markov decision processes with the average reward criterion

JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

Average Optimality for Finite Models

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Perfect sampling for nonhomogeneous Markov chains and hidden Markov models

JOURNAL ARTICLE published 1 October 2016 in The Annals of Applied Probability

Authors: Nick Whiteley | Anthony Lee

Local alignment of Markov chains

JOURNAL ARTICLE published 1 August 2006 in The Annals of Applied Probability

Authors: Niels Richard Hansen

Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

JOURNAL ARTICLE published June 2003 in Journal of Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Crested products of Markov chains

JOURNAL ARTICLE published 1 February 2009 in The Annals of Applied Probability

Authors: Daniele D’Angeli | Alfredo Donno

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models

JOURNAL ARTICLE published December 2012 in Journal of Applied Probability

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

Subgeometric ergodicity of strong Markov processes

JOURNAL ARTICLE published 1 May 2005 in The Annals of Applied Probability

Authors: G. Fort | G. O. Roberts

Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs

JOURNAL ARTICLE published June 2005 in Journal of Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Variance bounding Markov chains

JOURNAL ARTICLE published 1 June 2008 in The Annals of Applied Probability

Authors: Gareth O. Roberts | Jeffrey S. Rosenthal

Risk-sensitive control and an optimal investment model II

JOURNAL ARTICLE published 1 May 2002 in The Annals of Applied Probability

Authors: W. H. Fleming | S. J. Sheu

Extremal Behaviour of Stationary Markov Chains with Applications

JOURNAL ARTICLE published 1 May 1994 in The Annals of Applied Probability

Authors: Roland Perfekt

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 stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

JOURNAL ARTICLE published 1 February 2015 in The Annals of Applied Probability

Authors: Christophe Andrieu | Vladislav B. Tadić | Matti Vihola

Geometric Bounds for Eigenvalues of Markov Chains

JOURNAL ARTICLE published 1 February 1991 in The Annals of Applied Probability

Authors: Persi Diaconis | Daniel Stroock

Comparison Theorems for Reversible Markov Chains

JOURNAL ARTICLE published 1 August 1993 in The Annals of Applied Probability

Authors: Persi Diaconis | Laurent Saloff-Coste

Average cost semi-markov decision processes

JOURNAL ARTICLE published December 1970 in Journal of Applied Probability

Authors: Sheldon M. Ross