The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

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

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

JOURNAL ARTICLE published August 1988 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

JOURNAL ARTICLE published November 2007 in Mathematics of Operations Research

Authors: Eugene A. Feinberg | Mark E. Lewis

Sensitive Optimality Criteria in Countable State Dynamic Programming

JOURNAL ARTICLE published February 1977 in Mathematics of Operations Research

Authors: A. Hordijk | K. Sladký

Growth Optimality for Branching Markov Decision Chains

JOURNAL ARTICLE published November 1982 in Mathematics of Operations Research

Authors: Uriel G. Rothblum | Peter Whittle

Overtaking Optimality for Markov Decision Chains

JOURNAL ARTICLE published May 1979 in Mathematics of Operations Research

Authors: Eric V. Denardo | Uriel G. Rothblum

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

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

Unbiased Time-Average Estimators for Markov Chains

JOURNAL ARTICLE published 17 October 2023 in Mathematics of Operations Research

Authors: Nabil Kahalé

More Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published February 2014 in Mathematics of Operations Research

Authors: Nicole Bäuerle | Ulrich Rieder

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

Partially Observable Risk-Sensitive Markov Decision Processes

JOURNAL ARTICLE published November 2017 in Mathematics of Operations Research

Authors: Nicole Bäauerle | Ulrich Rieder

Markov Chains and Optimality of the Hamiltonian Cycle

JOURNAL ARTICLE published February 2009 in Mathematics of Operations Research

Authors: Nelly Litvak | Vladimir Ejov

Sensitive Discount Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Multiplicative Markov Decision Chains

JOURNAL ARTICLE published February 1984 in Mathematics of Operations Research

Authors: Uriel G. Rothblum

On the Second Optimality Equation for Semi-Markov Decision Models

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Manfred Schäl

Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost

JOURNAL ARTICLE published February 2002 in Mathematics of Operations Research

Authors: V. S. Borkar | S. P. Meyn