Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints

JOURNAL ARTICLE published June 1989 in Operations Research

Authors: Keith W. Ross

Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes

JOURNAL ARTICLE published June 1979 in Operations Research

Authors: Richard F. Serfozo

On theory and algorithms for Markov decision problems with the total reward criterion

JOURNAL ARTICLE published March 1979 in Operations-Research-Spektrum

Authors: J. A. E. E. van Nunen | J. Wessels

Computational approaches to variance-penalised Markov decision processes

JOURNAL ARTICLE published June 1992 in Operations-Research-Spektrum

Authors: D. J. White

Markov decision processes with state-dependent discount factors and unbounded rewards/costs

JOURNAL ARTICLE published July 2011 in Operations Research Letters

Authors: Qingda Wei | Xianping Guo

Linear dependence of stationary distributions in ergodic Markov decision processes

JOURNAL ARTICLE published September 2007 in Operations Research Letters

Authors: Ronald Ortner

Markov Decision Processes with Arbitrary Reward Processes

JOURNAL ARTICLE published August 2009 in Mathematics of Operations Research

Authors: Jia Yuan Yu | Shie Mannor | Nahum Shimkin

Finite-Memory Suboptimal Design for Partially Observed Markov Decision Processes

JOURNAL ARTICLE published June 1994 in Operations Research

Authors: Chelsea C. White | William T. Scherer

A Linear Programming Approach to Nonstationary Infinite-Horizon Markov Decision Processes

JOURNAL ARTICLE published April 2013 in Operations Research

Authors: Archis Ghate | Robert L. Smith

Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes

JOURNAL ARTICLE published June 1992 in Operations Research

Authors: Jeffrey M. Alden | Robert L. Smith

Competing Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: K. D. Glazebrook

Total Reward Criteria

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Eugene A. Feinberg

Sensitive Criteria in Markov Decision Processes with a Borel State Space

BOOK CHAPTER published 1995 in Operations Research Proceedings

Authors: Alexander Yushkevich

An Application of Markov Decision Processes to the Seat Inventory Control Problem

BOOK CHAPTER published in Perspectives on Operations Research

Authors: Christiane Barz | Karl-Heinz Waldmann

The Poisson Equation for Countable Markov Chains: Probabilistic Methods and Interpretations

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Armand M. Makowski | Adam Shwartz

A policy improvement method for constrained average Markov decision processes

JOURNAL ARTICLE published July 2007 in Operations Research Letters

Authors: Hyeong Soo Chang

Sensitivity-based nested partitions for solving finite-horizon Markov decision processes

JOURNAL ARTICLE published September 2017 in Operations Research Letters

Authors: Weiwei Chen

Normalized Markov Decision Chains I; Sensitive Discount Optimality

JOURNAL ARTICLE published August 1975 in Operations Research

Authors: Uriel G. Rothblum

Markov Decision Processes for Customer Lifetime Value

BOOK CHAPTER published 2013 in International Series in Operations Research & Management Science

Authors: Wai-Ki Ching | Ximin Huang | Michael K. Ng | Tak-Kuen Siu

Successive Approximations for Finite Horizon, Semi-Markov Decision Processes with Application to Asset Liquidation

JOURNAL ARTICLE published August 1986 in Operations Research

Authors: John W. Mamer