A new condition for the existence of optimal stationary policies in average cost Markov decision processes

JOURNAL ARTICLE published June 1986 in Operations Research Letters

Authors: Linn I. Sennott

Recent results on conditions for the existence of average optimal stationary policies

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Rolando Cavazos-Cadena

Markov Decision Processes with a Borel Measurable Cost Function—The Average Case

JOURNAL ARTICLE published May 1986 in Mathematics of Operations Research

Authors: Masami Kurano

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

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

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

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

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

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

Finite State and Action MDPS

BOOK CHAPTER published 2003 in International Series in Operations Research & Management Science

Authors: Lodewijk Kallenberg

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

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

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

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

More Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published February 2014 in Mathematics of Operations Research

Authors: Nicole Bäuerle | Ulrich Rieder

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

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

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

Finite-horizon variance penalised Markov decision processes

JOURNAL ARTICLE published 1997 in OR Spektrum

Authors: E. J. Collins

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