Markov Decision Processes with a New Optimality Criterion: Small Interest Rates

JOURNAL ARTICLE published December 1972 in The Annals of Mathematical Statistics

Authors: Stratton C. Jaquette

Risk-Sensitive Markov Decision Processes

BOOK CHAPTER published 2023 in Encyclopedia of Optimization

Authors: Christiane Barz | Nicole Bäuerle

Average cost Markov Decision Processes: Optimality conditions

JOURNAL ARTICLE published July 1991 in Journal of Mathematical Analysis and Applications

Authors: O Hernández-Lerma | J.C Hennet | J.B Lasserre

Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Xianping Guo | Yi Zhang

Table A.5. GDP per capita in 2008 and average annual growth rates, 1970 to 2008

COMPONENT published

Basic Optimality Criteria

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces

JOURNAL ARTICLE published December 2019 in Discrete Event Dynamic Systems

Research funded by National Natural Science Foundation of China (61773411) | National Natural Science Foundation of China (61673019)

Authors: Xianping Guo | Junyu Zhang

A Markov Decision Process (MDP)

BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers

New discount and average optimality conditions for continuous-time Markov decision processes

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Xianping Guo | Liuer Ye

Total Reward Variance in Discrete and Continuous Time Markov Chains

BOOK CHAPTER published 2005 in Operations Research Proceedings 2004

Authors: Karel Sladký | Nico M. van Dijk

How Risk Disciplines Pre-Commitment

JOURNAL ARTICLE published November 2008 in Theory and Decision

Authors: Christophe Caron | Thierry Lafay

Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published March 2024 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Hugo Cruz-Suárez | Raúl Montes-de-Oca

State estimation algorithms for Markov chains observed in arbitrary noise

PROCEEDINGS ARTICLE published 2008 in 2008 47th IEEE Conference on Decision and Control

Authors: W. P. Malcolm

Nonstationary Markov decision processes and related topics in nonstationary Markov chains

DISSERTATION published

Authors: Bruce Lee Bowerman

Special Topics: State Reduction and Hidden Markov Chains

BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers

Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Allise O. Wachs | Irwin E. Schochetman | Robert L. Smith

Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs

JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fern�ndez-Gaucherand

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

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)

Authors: Xianping Guo | Zhong-Wei Liao

Nonstationary Markov decision processes and related topics in nonstationary Markov chains

DISSERTATION published

Authors: Bruce Lee Bowerman