Examples in Markov Decision Processes

MONOGRAPH published December 2012 in Series on Optimization and Its Applications

Authors: A B Piunovskiy

Nonatomic total rewards Markov decision processes with multiple criteria

PROCEEDINGS ARTICLE published in Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)

Authors: E.A. Feinberg | A.B. Piunovskiy

The Expected Total Cost Criterion for Markov Decision Processes under Constraints

JOURNAL ARTICLE published September 2013 in Advances in Applied Probability

Authors: François Dufour | A. B. Piunovskiy

The Expected Total Cost Criterion for Markov Decision Processes under Constraints

JOURNAL ARTICLE published September 2013 in Advances in Applied Probability

Authors: François Dufour | A. B. Piunovskiy

DISCOUNTED CONTINUOUS TIME MARKOV DECISION PROCESSES: THE CONVEX ANALYTIC APPROACH

JOURNAL ARTICLE published 2005 in IFAC Proceedings Volumes

Authors: A.B. Piunovskiy

Markov Decision Processes

OTHER published 28 February 2013 in Markov Decision Processes in Artificial Intelligence

Authors: Frédérick Garcia | Emmanuel Rachelson

Continuous-Time Markov Decision Processes

BOOK published 2020 in Probability Theory and Stochastic Modelling

Authors: Alexey Piunovskiy | Yi Zhang

Realizable Strategies in Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy

Markov Processes with Restart

JOURNAL ARTICLE published December 2013 in Journal of Applied Probability

Authors: Konstantin Avrachenkov | Alexey Piunovskiy | Yi Zhang

Turnpikes in Finite Markov Decision Processes and Random Walk

JOURNAL ARTICLE published May 2023 in Theory of Probability & Its Applications

Authors: A. B. Piunovskiy

Impulsive Control for Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published March 2015 in Advances in Applied Probability

Authors: François Dufour | Alexei B. Piunovskiy

Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach

JOURNAL ARTICLE published March 2014 in 4OR

Authors: Alexey Piunovskiy | Yi Zhang

Factored Markov Decision Processes

OTHER published 28 February 2013 in Markov Decision Processes in Artificial Intelligence

Authors: Thomas Degris | Olivier Sigaud

Markov Processes with Restart

JOURNAL ARTICLE published December 2013 in Journal of Applied Probability

Authors: Konstantin Avrachenkov | Alexey Piunovskiy | Yi Zhang

Selected Properties of Controlled Processes

BOOK CHAPTER published 2020 in Continuous-Time Markov Decision Processes

Authors: Alexey Piunovskiy | Yi Zhang

Partially Observable Markov Decision Processes

OTHER published 28 February 2013 in Markov Decision Processes in Artificial Intelligence

Authors: Alain Dutech | Bruno Scherrer

Impulsive Control for Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published March 2015 in Advances in Applied Probability

Authors: François Dufour | Alexei B. Piunovskiy

Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy

The Transformation Method for Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published August 2012 in Journal of Optimization Theory and Applications

Authors: Alexey Piunovskiy | Yi Zhang

Stochastic approximation algorithms: examples

BOOK CHAPTER published 21 March 2016 in Partially Observed Markov Decision Processes