The optimality equation and ε-optimal strategies in Markov games with average reward criterion

JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR)

Authors: Heinz-Uwe Küenle | Ronald Schurath

Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces

JOURNAL ARTICLE published November 2017 in Mathematics of Operations Research

Authors: Naci Saldi | Serdar Yüksel | Tamás Linder

Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space

JOURNAL ARTICLE published May 2014 in Operations Research Letters

Authors: Ilbin Lee | Marina A. Epelman | H. Edwin Romeijn | Robert L. Smith

Minimizing spectral risk measures applied to Markov decision processes

JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Alexander Glauner

On Near Optimality of the Set of Finite-State Controllers for Average Cost POMDP

JOURNAL ARTICLE published February 2008 in Mathematics of Operations Research

Authors: Huizhen Yu | Dimitri P. Bertsekas

Adaptive Strategies for Accelerating the Convergence of Average Cost Markov Decision Processes Using a Moving Average Digital Filter

JOURNAL ARTICLE published 2013 in American Journal of Operations Research

Authors: Edilson F. Arruda | Fabrício Ourique

More Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published February 2014 in Mathematics of Operations Research

Authors: Nicole Bäuerle | Ulrich Rieder

An Algorithm to Identify and Compute Average Optimal Policies in Multichain Markov Decision Processes

JOURNAL ARTICLE published August 2003 in Mathematics of Operations Research

Authors: Arie Leizarowitz

Adaptive aggregation for reinforcement learning in average reward Markov decision processes

JOURNAL ARTICLE published September 2013 in Annals of Operations Research

Authors: Ronald Ortner

Partially Observable Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published November 2017 in Mathematics of Operations Research

Authors: Nicole Bäauerle | Ulrich Rieder

Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards

JOURNAL ARTICLE published 14 December 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Arie Hordijk | Alexander A. Yushkevich

A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function

JOURNAL ARTICLE published February 2016 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities

JOURNAL ARTICLE published November 2012 in Mathematics of Operations Research

Authors: Eugene A. Feinberg | Pavlo O. Kasyanov | Nina V. Zadoianchuk

Nonstationary denumerable state Markov decision processes – with average variance criterion

JOURNAL ARTICLE published March 1999 in Mathematical Methods of Operations Research

Authors: Xianping Guo

Risk-sensitive control of Markov decision processes: A moment-based approach with target distributions

JOURNAL ARTICLE published November 2020 in Computers & Operations Research

Authors: Rainer Schlosser

An improved algorithm for solving communicating average reward Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Moshe Haviv | Martin L. Puterman

Achieving Target State-Action Frequencies in Multichain Average-Reward Markov Decision Processes

JOURNAL ARTICLE published August 2002 in Mathematics of Operations Research

Authors: Dmitry Krass | O. J. Vrieze

On the Second Optimality Equation for Semi-Markov Decision Models

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Manfred Schäl