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Controlled Markov chains with risk-sensitive exponential average cost criterion PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control |
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Average optimality for risk-sensitive control with general state space JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability |
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Average Optimality of Markov Decision Processes with Unbounded Costs BOOK CHAPTER published 1992 in Operations Research ’91 |
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Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations JOURNAL ARTICLE published December 2015 in Advances in Applied Probability |
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Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research |
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Denumerable Markov stopping games with risk-sensitive total reward criterion JOURNAL ARTICLE published 8 April 2024 in Kybernetika |
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Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (61773411,11701588) |
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Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion JOURNAL ARTICLE published April 2023 in Journal of Optimization Theory and Applications Research funded by National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308,12271454) |
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Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming JOURNAL ARTICLE published January 1996 in SIAM Journal on Control and Optimization |
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Average cost Markov Decision Processes: Optimality conditions JOURNAL ARTICLE published July 1991 in Journal of Mathematical Analysis and Applications |
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Value iteration in countable state average cost Markov decision processes with unbounded costs JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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Markov Decision Processes with Average-Value-at-Risk criteria JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research |
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Nonstationary Policies and Average Optimality in Multichain Markov Decision Processes with a General Action Space JOURNAL ARTICLE published September 2004 in Journal of Mathematical Sciences |
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The expected average cost BOOK CHAPTER published 13 December 2021 in Constrained Markov Decision Processes |
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Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space JOURNAL ARTICLE published 4 March 2023 in Stochastic Analysis and Applications |
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The expected average cost BOOK CHAPTER published 13 December 2021 in Constrained Markov Decision Processes |
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Strong average optimality criterion for continuous-time Markov decision processes JOURNAL ARTICLE published 2 January 2015 in Kybernetika |
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Weak conditions for average optimality in Markov control processes PROCEEDINGS ARTICLE published in Proceedings of 32nd IEEE Conference on Decision and Control |
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Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization |
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Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality JOURNAL ARTICLE published 1998 in Applicationes Mathematicae |