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On the Identifiability Problem for Functions of Finite Markov Chains JOURNAL ARTICLE published December 1957 in The Annals of Mathematical Statistics |
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Optimal switching problem for countable Markov chains: average reward criterion JOURNAL ARTICLE published 5 April 2001 in Mathematical Methods of Operations Research (ZOR) |
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Limit Theorems for Sums of Random Variables Defined on Finite Inhomogeneous Markov Chains JOURNAL ARTICLE published August 1972 in The Annals of Mathematical Statistics |
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Statistical Inference for Probabilistic Functions of Finite State Markov Chains JOURNAL ARTICLE published December 1966 in The Annals of Mathematical Statistics |
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Some Regular and Non-regular Functions of Finite Markov Chains JOURNAL ARTICLE published February 1970 in The Annals of Mathematical Statistics |
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Admissibility and Distribution of Some Probabilistic Functions of Discrete Finite State Markov Chains JOURNAL ARTICLE published October 1968 in The Annals of Mathematical Statistics |
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Further criteria for positive Harris recurrence of Markov chains JOURNAL ARTICLE published 24 October 2000 in Proceedings of the American Mathematical Society |
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On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions JOURNAL ARTICLE published 1 November 2003 in Mathematical Methods of Operations Research (ZOR) |
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An optimal investment strategy with maximal risk aversion and its ruin probability JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research |
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Finite-state approximations for denumerable multidimensional state discounted Markov decision processes JOURNAL ARTICLE published February 1986 in Journal of Mathematical Analysis and Applications |
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Markov risk mappings and risk-sensitive optimal prediction JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research Research funded by Engineering and Physical Sciences Research Council (EP/P002625/1) | Lloyd’s Register Foundation (G0095) | Engineering and Physical Sciences Research Council (EP/R014604/1,EP/N013492/1) |
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Convergence of the optimal values of constrained Markov control processes JOURNAL ARTICLE published June 2002 in Mathematical Methods of Operations Research |
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Bias and overtaking equilibria for zero-sum continuous-time Markov games JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research |
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Optimal policies for controlled Markov chains with a constraint JOURNAL ARTICLE published November 1985 in Journal of Mathematical Analysis and Applications |
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Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research |
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On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies JOURNAL ARTICLE published May 2022 in Journal of Mathematical Analysis and Applications |
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A survey of average cost problems in deterministic discrete-time control systems JOURNAL ARTICLE published June 2023 in Journal of Mathematical Analysis and Applications Research funded by Consejo Nacional de Ciencia y Tecnología (A1-S-11222,Ciencia-Frontera 2019-87787) |
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MARTINGALE METHOD FOR RUIN PROBABILITIES IN A CONTROLLED GENERAL RISK PROCESS WITH MARKOV CHAINS JOURNAL ARTICLE published 15 July 2018 in Far East Journal of Mathematical Sciences (FJMS) |
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The Decomposition-Separation Theorem for Finite Nonhomogeneous Markov Chains and Related Problems BOOK CHAPTER published 2008 in Institute of Mathematical Statistics Collections |
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Approximation of average cost optimal policies for general Markov decision processes with unbounded costs JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research |