A decomposition algorithm for limiting average Markov decision problems

JOURNAL ARTICLE published November 2003 in Operations Research Letters

Authors: Mohammed Abbad | Hatim Boustique

A policy improvement method for constrained average Markov decision processes

JOURNAL ARTICLE published July 2007 in Operations Research Letters

Authors: Hyeong Soo Chang

On some algorithms for limiting average Markov decision processes

JOURNAL ARTICLE published March 2007 in Operations Research Letters

Authors: C. Daoui | M. Abbad

Asymptotic Optimality of Semi-Open-Loop Policies in Markov Decision Processes with Large Lead Times

JOURNAL ARTICLE published November 2023 in Operations Research

Authors: Xingyu Bai | Xin Chen | Menglong Li | Alexander Stolyar

Multiplicative Markov Decision Chains

JOURNAL ARTICLE published February 1984 in Mathematics of Operations Research

Authors: Uriel G. Rothblum

Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs

JOURNAL ARTICLE published August 1989 in Operations Research

Authors: Linn I. Sennott

Computation of optimal policies in discounted semi-Markov decision chains

JOURNAL ARTICLE published September 1984 in Operations-Research-Spektrum

Authors: L. Cantaluppi

A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains

JOURNAL ARTICLE published August 2008 in Operations Research

Authors: Pierre L'Ecuyer | Christian Lécot | Bruno Tuffin

Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards

JOURNAL ARTICLE published August 1997 in Mathematics of Operations Research

Authors: E. Altman | A. Hordijk | F. M. Spieksma

Reward revision and the average reward markov decision process

JOURNAL ARTICLE published December 1987 in Operations-Research-Spektrum

Authors: C. C. White | W. T. Scherer

Markov Decision Process for Customer Lifetime Value

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

Markov Decision Drift Processes; Conditions for Optimality Obtained by Discretization

JOURNAL ARTICLE published February 1985 in Mathematics of Operations Research

Authors: Arie Hordijk | Frank van der Duyn Schouten

Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Daniel Adelman | Angelo J. Mancini

Sample-path optimality and variance-maximization for Markov decision processes

JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research

Authors: Q. X. Zhu

Sensitive Criteria in Markov Decision Processes with a Borel State Space

BOOK CHAPTER published 1995 in Operations Research Proceedings

Authors: Alexander Yushkevich

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

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

Average cost Markov decision processes under the hypothesis of Doeblin

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Masami Kurano

Finite state approximation algorithms for average cost denumerable state Markov decision processes

JOURNAL ARTICLE published March 1985 in Operations-Research-Spektrum

Authors: L. C. Thomas | D. Stengos

Notes on equivalent stationary policies in Markov decision processes with total rewards

JOURNAL ARTICLE published June 1996 in Mathematical Methods of Operations Research

Authors: Eugene A. Feinberg | Isaac M. Sonin