Detecting optimal and non-optimal actions in average-cost Markov decision processes

JOURNAL ARTICLE published December 1994 in Journal of Applied Probability

Authors: Jean B. Lasserre

Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates

JOURNAL ARTICLE published December 2015 in Advances in Applied Probability

Authors: Xianping Guo | Xiangxiang Huang | Yonghui Huang

Risk Sensitive Control of Diffusions with Small Running Cost

JOURNAL ARTICLE published August 2011 in Applied Mathematics & Optimization

Authors: Anup Biswas

Markov Decision Processes with Distribution Function Criterion of First-Passage Time

JOURNAL ARTICLE published January 2001 in Applied Mathematics and Optimization

Authors: Liu Jianyong | Siming Huang

Detecting optimal and non-optimal actions in average-cost Markov decision processes

JOURNAL ARTICLE published December 1994 in Journal of Applied Probability

Authors: Jean B. Lasserre

On the Expected Total Reward with Unbounded Returns for Markov Decision Processes

JOURNAL ARTICLE published October 2020 in Applied Mathematics & Optimization

Authors: F. Dufour | A. Genadot

Some Classes of Imperfect Information Finite State-Space Stochastic Games with Finite-Dimensional Solutions

JOURNAL ARTICLE published August 2004 in Applied Mathematics and Optimization

Authors: William M. McEneaney

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

JOURNAL ARTICLE published August 2016 in Applied Mathematics & Optimization

Authors: F. Dufour | A. B. Piunovskiy

Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost

JOURNAL ARTICLE published February 2020 in Applied Mathematics & Optimization

Authors: Anup Biswas | Subhamay Saha

Risk-Sensitive Ergodic Control of Reflected Diffusion Processes in Orthant

JOURNAL ARTICLE published June 2021 in Applied Mathematics & Optimization

Authors: Somnath Pradhan

Continuous Parameter Circuit Processes with Finite State Space

BOOK CHAPTER published 1995 in Stochastic Modeling and Applied Probability

Authors: Sophia L. Kalpazidou

Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes

JOURNAL ARTICLE published 19 November 1999 in Applied Mathematics and Optimization

Authors: D. Hernández-Hernández

Risk-Sensitive Control with Near Monotone Cost

JOURNAL ARTICLE published October 2010 in Applied Mathematics & Optimization

Authors: Anup Biswas | V. S. Borkar | K. Suresh Kumar

Sustainable Harvesting Policies Under Long-Run Average Criteria: Near Optimality

JOURNAL ARTICLE published April 2020 in Applied Mathematics & Optimization

Authors: Dang H. Nguyen | George Yin

Linearization Techniques for Controlled Piecewise Deterministic Markov Processes; Application to Zubov’s Method

JOURNAL ARTICLE published October 2012 in Applied Mathematics & Optimization

Authors: Dan Goreac | Oana-Silvia Serea

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published August 2016 in Applied Mathematics & Optimization

Authors: F. Dufour | T. Prieto-Rumeau

On the Continuity of the Projection Mapping from Strategic Measures to Occupation Measures in Absorbing Markov Decision Processes

JOURNAL ARTICLE published June 2024 in Applied Mathematics & Optimization

Authors: Alexey Piunovskiy | Yi Zhang

A noncooperativen-person semi-Markov game with a separable metric state space

JOURNAL ARTICLE published February 1984 in Applied Mathematics & Optimization

Authors: Hang-Chin Lai | Kensuke Tanaka

Finite Convergence of a Subgradient Projections Method with Expanding Controls

JOURNAL ARTICLE published October 2011 in Applied Mathematics & Optimization

Authors: Yair Censor | Wei Chen | Homeira Pajoohesh

Explicit Solution to a Certain Non-ELQG Risk-sensitive Stochastic Control Problem

JOURNAL ARTICLE published December 2010 in Applied Mathematics & Optimization

Authors: Hiroaki Hata | Jun Sekine