Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization

Authors: V. S. Borkar.

The Existence of a Minimum Pair of State and Policy for Markov Decision Processes under the Hypothesis of Doeblin

JOURNAL ARTICLE published March 1989 in SIAM Journal on Control and Optimization

Authors: M. Kurano

Optimality Conditions for Distributed Control Problems with Nonlinear State Equation

JOURNAL ARTICLE published January 1985 in SIAM Journal on Control and Optimization

Authors: D. Tiba

Average Continuous Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published January 2010 in SIAM Journal on Control and Optimization

Authors: O. L. V. Costa | F. Dufour

Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets

JOURNAL ARTICLE published June 2022 in SIAM Journal on Optimization

Authors: Sivaramakrishnan Ramani | Archis Ghate

Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes

JOURNAL ARTICLE published 30 September 2023 in SIAM Journal on Optimization

Authors: Archis Ghate

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

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

JOURNAL ARTICLE published September 1997 in SIAM Journal on Control and Optimization

Authors: W. H. Fleming | D. Hernández-Hernández

Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

JOURNAL ARTICLE published May 1989 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar

Continuous-Time Markov Decision Processes with Exponential Utility

JOURNAL ARTICLE published January 2017 in SIAM Journal on Control and Optimization

Research funded by European Commission (RFSR-CT-2014-00025)

Authors: Yi Zhang

Realizable Strategies in Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy

Stochastic Dominance-Constrained Markov Decision Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: William B. Haskell | Rahul Jain

Infinite Horizon Optimization for Finite State Markov Chain

JOURNAL ARTICLE published November 1987 in SIAM Journal on Control and Optimization

Authors: Arie Leizarowitz

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy

Accelerating Primal-Dual Methods for Regularized Markov Decision Processes

JOURNAL ARTICLE published 31 March 2024 in SIAM Journal on Optimization

Authors: Haoya Li | Hsiang-Fu Yu | Lexing Ying | Inderjit S. Dhillon

Approximate Solution of Markov Renewal Programs with Finite Time Horizon

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

Authors: Karl Hinderer | Karl-Heinz Waldmann

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method

JOURNAL ARTICLE published June 2022 in SIAM Journal on Control and Optimization

Research funded by Engineering and Physical Sciences Research Council (EP/T018216/1)

Authors: Alexey Piunovskiy | Yi Zhang

Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm

JOURNAL ARTICLE published January 2014 in SIAM Journal on Control and Optimization

Authors: Chin Pang Ho | Panos Parpas

Markov Decision Problems and State-Action Frequencies

JOURNAL ARTICLE published July 1991 in SIAM Journal on Control and Optimization

Authors: Eitan Altman | Adam Shwartz

An Ergodic Control Problem for Constrained Diffusion Processes: Existence of Optimal Markov Control

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Amarjit Budhiraja