Solution and Forecast Horizons for Infinite-Horizon Nonhomogeneous Markov Decision Processes

JOURNAL ARTICLE published February 2007 in Mathematics of Operations Research

Authors: Torpong Cheevaprawatdomrong | Irwin E. Schochetman | Robert L. Smith | Alfredo Garcia

Overtaking, Bias, and Variance Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Infinite-Horizon Average Optimality of the N-Network in the Halfin–Whitt Regime

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Ari Arapostathis | Guodong Pang

Markov Chains with Rare Transitions and Simulated Annealing

JOURNAL ARTICLE published February 1989 in Mathematics of Operations Research

Authors: John N. Tsitsiklis

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

Markov Chains and the RISK Board Game

JOURNAL ARTICLE published 1 December 1997 in Mathematics Magazine

Authors: Bariş Tan

Forward Recursion for Markov Decision Processes with Skip-Free-to-the-Right Transitions, Part I: Theory and Algorithm

JOURNAL ARTICLE published May 1986 in Mathematics of Operations Research

Authors: Jacob Wijngaard | Shaler Stidham

Computing Densities for Markov Chains via Simulation

JOURNAL ARTICLE published May 2001 in Mathematics of Operations Research

Authors: Shane G. Henderson | Peter W. Glynn

Measure-Valued Differentiation for Stationary Markov Chains

JOURNAL ARTICLE published February 2006 in Mathematics of Operations Research

Authors: Bernd Heidergott | Arie Hordijk | Heinz Weisshaupt

Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

More about the Ergodic Theory of Markov Chains

BOOK CHAPTER published in Graduate Texts in Mathematics

Geometric Convergence Rates for Stochastically Ordered Markov Chains

JOURNAL ARTICLE published February 1996 in Mathematics of Operations Research

Authors: Robert B. Lund | Richard L. Tweedie

New optimality conditions for average-payoff continuous-time Markov games in Polish spaces

JOURNAL ARTICLE published April 2011 in Science China Mathematics

Authors: XianPing Guo | Onésimo Hernández-Lerma

Markov Chains for the RISK Board Game Revisited

JOURNAL ARTICLE published 1 April 2003 in Mathematics Magazine

Authors: Jason A. Osborne

Hamiltonian Cycles and Singularly Perturbed Markov Chains

JOURNAL ARTICLE published February 2004 in Mathematics of Operations Research

Authors: Vladimir Ejov | Jerzy A. Filar | Minh-Tuan Nguyen

Stochastic Comparative Statics in Markov Decision Processes

JOURNAL ARTICLE published May 2021 in Mathematics of Operations Research

Authors: Bar Light

On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes

JOURNAL ARTICLE published May 2004 in Mathematics of Operations Research

Authors: A. Jaśkiewicz

Distributionally Robust Markov Decision Processes

JOURNAL ARTICLE published May 2012 in Mathematics of Operations Research

Authors: Huan Xu | Shie Mannor

Monotonicity in a Markov Decision Process

JOURNAL ARTICLE published February 1988 in Mathematics of Operations Research

Authors: A. O. Pittenger

Accretive Operators and Markov Decision Processes

JOURNAL ARTICLE published August 1980 in Mathematics of Operations Research

Authors: Stanley R. Pliska