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A note on strong 1-optimal policies in Markov decision chains with unbounded costs

JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Andrzej S. Nowak

https://doi.org/10.1007/s001860050062 Actions

Average Reward Optimization Theory for Denumerable State Spaces

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Linn I. Sennott

https://doi.org/10.1007/978-1-4615-0805-2_5 Actions

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

https://doi.org/10.1007/bf01193864 Actions

QBD Markov chains on binomial-like trees and its application to multilevel feedback queues

JOURNAL ARTICLE published April 2008 in Annals of Operations Research

Authors: B. Van Houdt | J. Van Velthoven | C. Blondia

https://doi.org/10.1007/s10479-007-0288-8 Actions

Minimizing spectral risk measures applied to Markov decision processes

JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Alexander Glauner

https://doi.org/10.1007/s00186-021-00746-w Actions

Use of Characteristic Roots for Solving Infinite State Markov Chains

BOOK CHAPTER published 2000 in International Series in Operations Research & Management Science

Authors: H. Richard Gail | Sidney L. Hantler | B. Alan Taylor

https://doi.org/10.1007/978-1-4757-4828-4_7 Actions

Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-008-0229-6 Actions

Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy

JOURNAL ARTICLE published June 1994 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research

Authors: A. Hordijk | J. A. Loeve

https://doi.org/10.1007/bf01432808 Actions

Risk preference modeling with conditional average: an application to portfolio optimization

JOURNAL ARTICLE published January 2009 in Annals of Operations Research

Authors: Adam Krzemienowski

https://doi.org/10.1007/s10479-008-0387-1 Actions

A Learning Algorithm for Risk-Sensitive Cost

JOURNAL ARTICLE published November 2008 in Mathematics of Operations Research

Authors: Arnab Basu | Tirthankar Bhattacharyya | Vivek S. Borkar

https://doi.org/10.1287/moor.1080.0324 Actions

Constrained Semi-Markov decision processes with average rewards

JOURNAL ARTICLE published October 1994 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Opeartions Research

Authors: Eugene A. Feinberg

https://doi.org/10.1007/bf01435458 Actions

SEMI-MARKOV DECISION PROCESSES WITH INCOMPLETE STATE OBSERVATION : AVERAGE COST CRITERION

JOURNAL ARTICLE published 1981 in Journal of the Operations Research Society of Japan

Authors: Kazuyoshi Wakuta

https://doi.org/10.15807/jorsj.24.95 Actions

Desirable policies of a strategic petroleum reserve in coping with disruption risk: A Markov decision process approach

JOURNAL ARTICLE published February 2016 in Computers & Operations Research

Research funded by National Natural Science Foundation of China (71203055,71203081,71403131) | Natural Science Foundation of Jiangsu Province for Distinguished Young Scholars (BK20140038) | Science Foundation of Ministry of Education of China (12YJCZH091)

Authors: Y. Bai | P. Zhou | D.Q. Zhou | F.Y. Meng | K.Y. Ju

https://doi.org/10.1016/j.cor.2015.07.017 Actions

An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

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

https://doi.org/10.1007/s00186-007-0155-z Actions

A Simulation-Based Policy Iteration Algorithm for Average Cost Unichain Markov Decision Processes

BOOK CHAPTER published 2000 in Operations Research/Computer Science Interfaces Series

Authors: Ying He | Michael C. Fu | Steven I. Marcus

https://doi.org/10.1007/978-1-4615-4567-5_9 Actions

Management of the risk of wind damage in forestry: a graph-based Markov decision process approach

JOURNAL ARTICLE published October 2011 in Annals of Operations Research

Authors: Nicklas Forsell | Peder Wikström | Frédérick Garcia | Régis Sabbadin | Kristina Blennow | Ljusk Ola Eriksson

https://doi.org/10.1007/s10479-009-0522-7 Actions

Markov Decision Processes formulation for stochastic and dynamic bank branches location problems

PROCEEDINGS ARTICLE published October 2008 in 2008 IEEE International Conference on Service Operations and Logistics, and Informatics

https://doi.org/10.1109/soli.2008.4686432 Actions

Risk management and decision making in supply chains

PROCEEDINGS ARTICLE published 17 July 2023 in International Joint Conference on Industrial Engineering and Operations Management Proceedings

Authors: JOSÉ FLÁVIO RIQUE JÚNIOR | MARIA SILENE ALEXANDRE LEITE | ANTONIO CEZAR BORNIA

https://doi.org/10.14488/ijcieom2023_abst_0042_37825 Actions

Dynamic mean-variance problem with constrained risk control for the insurers

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Lihua Bai | Huayue Zhang

https://doi.org/10.1007/s00186-007-0195-4 Actions

Representing risk preferences in expected utility based decision models

JOURNAL ARTICLE published April 2010 in Annals of Operations Research

Authors: Jack Meyer

https://doi.org/10.1007/s10479-008-0381-7 Actions
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