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

Authors: Q. Zhang | G. Yin

Prioritizing Barriers to Resilience in Blood Supply Chains: An Integrated Multi-Criteria Decision-Making Approach

JOURNAL ARTICLE published 22 May 2024 in Operations Research Forum

Authors: Ali Sibevei | Pardis Roozkhosh

D ‐Optimality, Whittle Equivalence Theorem

OTHER published 29 September 2014 in Wiley StatsRef: Statistics Reference Online

Authors: P. Whittle

Interval Methods for Uncertain Markov Decision Processes

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Masami Kurano | Masami Yasuda | Jun-ichi Nakagami

Branching Processes

BOOK CHAPTER published 2018 in Springer Undergraduate Mathematics Series

Authors: Nicolas Privault

On convergence of homogeneous Markov chains

JOURNAL ARTICLE published 1983 in Applications of Mathematics

Authors: Petr Kratochvíl

Optimality in transient markov chains and linear programming

JOURNAL ARTICLE published December 1980 in Mathematical Programming

Authors: W. R. S. Sutherland

A survey of algorithmic methods for partially observed Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: William S. Lovejoy

ɛ-Subdifferentials of Set-valued Maps and ɛ-Weak Pareto Optimality for Multiobjective Optimization

JOURNAL ARTICLE published November 2005 in Mathematical Methods of Operations Research

Authors: A. Taa

Constrained Markov decision processes with first passage criteria

JOURNAL ARTICLE published July 2013 in Annals of Operations Research

Authors: Yonghui Huang | Qingda Wei | Xianping Guo

Testing indexability and computing Whittle and Gittins index in subcubic time

JOURNAL ARTICLE published June 2023 in Mathematical Methods of Operations Research

Research funded by Agence Nationale de la Recherche (ANR-19-CE23-0015)

Authors: Nicolas Gast | Bruno Gaujal | Kimang Khun

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

An Approximation of a Markov Decision Process for Resource Planning

JOURNAL ARTICLE published 1 July 1995 in Journal of the Operational Research Society

Authors: Jonathan P Pinder

Uniform ergodicity of continuous-time controlled Markov chains: A survey and new results

JOURNAL ARTICLE published June 2016 in Annals of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

VMDP-program for solving optimality problems in vector criterion Markov and semi-Markov decision processes

JOURNAL ARTICLE published January 1991 in Optimization

Authors: J. Novák

D ‐Optimality, Whittle Equivalence Theorem

OTHER published December 2005 in Encyclopedia of Statistical Sciences

Authors: P. Whittle

Optimality conditions for total-cost Partially Observable Markov Decision Processes

PROCEEDINGS ARTICLE published December 2013 in 52nd IEEE Conference on Decision and Control

Authors: Eugene A. Feinberg | Pavlo O. Kasyanov | Michael Z. Zgurovsky

A survey of solution techniques for the partially observed Markov decision process

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Chelsea C. White

Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes

JOURNAL ARTICLE published November 2022 in Operational Research

Research funded by National Natural Science Foundation of China (11931018) | Universidade de Macau (MYRG2019-00031-FBA) | Basic and Applied Basic Research Foundation of Guangdong Province (2021A1515010057)

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

Average Optimality of Markov Decision Processes with Unbounded Costs

BOOK CHAPTER published 1992 in Operations Research ’91

Authors: Onésimo Hernández-Lerma