Joint chance-constrained Markov decision processes

JOURNAL ARTICLE published March 2023 in Annals of Operations Research

Research funded by Indo-French Centre for the Promotion of Advanced Research (DST/CEFIPRA Project No. IFC/4117/DST-CNRS-5th call/2017-18/2) | Centre National de la Recherche Scientifique (CNRS Project No. AR/SB:2018-07-440)

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Discounted Markov decision processes with fuzzy costs

JOURNAL ARTICLE published December 2020 in Annals of Operations Research

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Dominance and potential optimality in multiple criteria decision analysis with imprecise information

JOURNAL ARTICLE published 18 December 1997 in Journal of the Operational Research Society

Authors: A D Athanassopoulos | V V Podinovski

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Computing semi-stationary optimal policies for multichain semi-Markov decision processes

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Markov decision processes and stochastic games with total effective payoff

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Authors: Endre Boros | Khaled Elbassioni | Vladimir Gurvich | Kazuhisa Makino

First-order optimality conditions in set-valued optimization

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Efficient solutions and optimality conditions for vector equilibrium problems

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Authors: Theodore J. Sheskin

Decision making model for detecting infected people with COVID-19

JOURNAL ARTICLE published 2023 in Yugoslav Journal of Operations Research

Authors: Sahar Mahmood

A Tauberian Theorem and Uniform ∈-Optimality in Hidden Markov Decision Problems

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Risk-Sensitive Optimality Criteria in Markov Decision Processes

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Classifications of Topological Markov Chains

BOOK CHAPTER published 8 July 1982 in Classification Problems in Ergodic Theory

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A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications

JOURNAL ARTICLE published December 2016 in Annals of Operations Research

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Singularly perturbed Markov chains. II. Applications to controlled dynamic systems and Markov decision processes

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

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First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function

JOURNAL ARTICLE published August 2020 in Mathematical Methods of Operations Research

Authors: Patrick Kern | Axel Simroth | Henryk Zähle