Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 7 of 97893 results
Sort by: relevance publication year

On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

https://doi.org/10.1007/bf02283610 Actions

Markov Chains and Optimality of the Hamiltonian Cycle

JOURNAL ARTICLE published February 2009 in Mathematics of Operations Research

Authors: Nelly Litvak | Vladimir Ejov

https://doi.org/10.1287/moor.1080.0351 Actions

Average optimality for risk-sensitive control with general state space

JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability

Authors: Anna Jaśkiewicz

https://doi.org/10.1214/105051606000000790 Actions

A note on deterministic approximation of discounted Markov decision processes

JOURNAL ARTICLE published August 2009 in Applied Mathematics Letters

Authors: Hugo Cruz-Suárez | Evgueni Gordienko | Raúl Montes-de-Oca

https://doi.org/10.1016/j.aml.2009.01.039 Actions

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

https://doi.org/10.1007/s00186-008-0276-z Actions

Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains

BOOK CHAPTER published 2004 in Lecture Notes in Economics and Mathematical Systems

Authors: Karel Sladký | Milan Sitař

https://doi.org/10.1007/978-3-642-55884-9_3 Actions

Annals of operations research (vol. 28 - 1991) Markov decision processes — Part I Annals of operations research (vol. 29 - 1991) Markov decision processes — Part II

JOURNAL ARTICLE published October 1991 in European Journal of Operational Research

Authors: J. Sztrik

https://doi.org/10.1016/0377-2217(91)90125-f Actions

Continuous-Time Markov Chains

BOOK CHAPTER published May 2024 in Continuous-Time Markov-Modulated Chains in Operations Research

https://doi.org/10.1142/9789811286162_0001 Actions

Average and blackwell optimal policies in denumerable Markov decision chains

PROCEEDINGS ARTICLE published December 1986 in 1986 25th IEEE Conference on Decision and Control

Authors: Arie Hordijk

https://doi.org/10.1109/cdc.1986.267436 Actions

Optimal switching problem for countable Markov chains: average reward criterion

JOURNAL ARTICLE published 5 April 2001 in Mathematical Methods of Operations Research (ZOR)

Authors: Alexander Yushkevich

https://doi.org/10.1007/s001860000102 Actions

Optimal halting policies in Markov population decision chains with constant risk posture

JOURNAL ARTICLE published November 2014 in Annals of Operations Research

Authors: Pelin G. Canbolat

https://doi.org/10.1007/s10479-012-1302-3 Actions

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

JOURNAL ARTICLE published April 2021 in Mathematical Methods of Operations Research

Research funded by Fapesp (2014/50279-4,2014/50851-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304149/2019-5)

Authors: O. L. V. Costa | F. Dufour

https://doi.org/10.1007/s00186-020-00732-8 Actions

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

https://doi.org/10.1007/s001860200230 Actions

Optimality equations and sensitive optimality in bounded Markov decision processes1

JOURNAL ARTICLE published January 1985 in Optimization

Authors: Elke Mann

https://doi.org/10.1080/02331938508843074 Actions

Risk-Sensitive Probability for Markov Chains

REPORT published 17 September 2002

Authors: Vahid R. Ramezani | Steven I. Marcus

https://doi.org/10.21236/ada438509 Actions

Average optimality for continuous-time Markov decision processes with a policy iteration approach

JOURNAL ARTICLE published March 2008 in Journal of Mathematical Analysis and Applications

Authors: Quanxin Zhu

https://doi.org/10.1016/j.jmaa.2007.06.071 Actions

Constrained Average Cost Markov Decision Chains

JOURNAL ARTICLE published January 1993 in Probability in the Engineering and Informational Sciences

Authors: Linn I. Sennott

https://doi.org/10.1017/s0269964800002795 Actions

Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Stochastics

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1080/17442500500428833 Actions

Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space

JOURNAL ARTICLE published January 2022 in Journal of Optimization Theory and Applications

Authors: Carlos Camilo-Garay | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s10957-021-01968-y Actions

Weak conditions for average optimality in Markov control processes

PROCEEDINGS ARTICLE published in Proceedings of 32nd IEEE Conference on Decision and Control

Authors: O. Hernandez-Lerma | J.B. Lasserre

https://doi.org/10.1109/cdc.1993.325123 Actions
Feedback: support@crossref.org