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Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

JOURNAL ARTICLE published March 1993 in SIAM Journal on Control and Optimization

Authors: Aristotle Arapostathis | Vivek S. Borkar | Emmanuel Fernández-Gaucherand | Mrinal K. Ghosh | Steven I. Marcus

Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey

REPORT published 31 March 1992

Authors: Aristotle Arapostathis | Vivek S. Borkar | Emmanuel Fernandez-Gaucherand | Mrinal K. Ghosh | Steven I. Marcus

Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations

JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization

Authors: V. S. Borkar.

Learning Algorithms for Markov Decision Processes with Average Cost

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: J. Abounadi | D. Bertsekas | V. S. Borkar

Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria

PROCEEDINGS ARTICLE published in Proceedings of 32nd IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | M.K. Ghosh | S.I. Marcus

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308)

Authors: Xian Chen | Qingda Wei

On partially observable Markov decision processes with an average cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 28th IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | A. Arapostathis | S.I. Marcus

Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

JOURNAL ARTICLE published December 1990 in Systems & Control Letters

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations

JOURNAL ARTICLE published May 1989 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar

On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes

JOURNAL ARTICLE published August 2022 in SIAM Journal on Control and Optimization

Research funded by Narodowe Centrum Nauki (2016/23/B/ST1/00479)

Authors: Lukasz Stettner

On Minimum Cost Per Unit Time Control of Markov Chains

JOURNAL ARTICLE published November 1984 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar

On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Authors: Huizhen Yu

LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by Australian Research Council (DP130104432)

Authors: Vivek S. Borkar | Vladimir Gaitsgory | Ilya Shvartsman

Controlled Markov Chains and Stochastic Networks

JOURNAL ARTICLE published July 1983 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar

ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case

JOURNAL ARTICLE published April 2022 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar | Vladimir Gaitsgory | Ilya Shvartsman

Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions

JOURNAL ARTICLE published April 1999 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fernández-Gaucherand

Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Authors: Huizhen Yu

Constrained Average Cost Markov Control Processes in Borel Spaces

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Juan González-Hernández | Raquiel R. López-Martínez

Controlled Markov chains with risk-sensitive exponential average cost criterion

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

Authors: A. Brau | E. Fernandez-Gaucherand

Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming

JOURNAL ARTICLE published January 1996 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre