Realizable Strategies in Continuous-Time Markov Decision Processes

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

Authors: Alexey 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

Extreme Occupation Measures in Markov Decision Processes with an Absorbing State

JOURNAL ARTICLE published 29 February 2024 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy | Yi Zhang

Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

JOURNAL ARTICLE published January 2011 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy | Yi Zhang

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method

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

Research funded by Engineering and Physical Sciences Research Council (EP/T018216/1)

Authors: Alexey Piunovskiy | Yi Zhang

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published January 2016 in SIAM Journal on Control and Optimization

Research funded by Agence Nationale de la Recherche (ANR-1--INDEX-03-02) | Fundação de Amparo à Pesquisa do Estado de São Paulo (2013/50759-3) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304091/2014-6)

Authors: O. L. V. Costa | F. Dufour | A. B. Piunovskiy

Stochastic Dominance-Constrained Markov Decision Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: William B. Haskell | Rahul Jain

Markov Decision Processes: Discrete Stochastic Dynamic Programming (Martin L. Puterman)

JOURNAL ARTICLE published December 1996 in SIAM Review

Authors: A. Feinberg

Reversible Markov Decision Processes with an Average-Reward Criterion

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Randy Cogill | Cheng Peng

Finite Dynamic Programming: An Approach to Finite Markov Decision Processes (D. J. White)

JOURNAL ARTICLE published October 1980 in SIAM Review

Authors: Richard Serfozo

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: François Dufour | Tomás Prieto-Rumeau

The simplex method is strongly polynomial for deterministic Markov decision processes

PROCEEDINGS ARTICLE published 6 January 2013 in Proceedings of the Twenty-Fourth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Ian Post | Yinyu Ye

Limiting Average Criteria For Nonstationary Markov Decision Processes

JOURNAL ARTICLE published January 2001 in SIAM Journal on Optimization

Authors: Xianping Guo | Peng Shi

Bisimulation Metrics for Continuous Markov Decision Processes

JOURNAL ARTICLE published January 2011 in SIAM Journal on Computing

Authors: Norm Ferns | Prakash Panangaden | Doina Precup

Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon

JOURNAL ARTICLE published May 1968 in SIAM Journal on Control

Authors: Bruce L. Miller

Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets

JOURNAL ARTICLE published June 2022 in SIAM Journal on Optimization

Authors: Sivaramakrishnan Ramani | Archis Ghate

Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes

JOURNAL ARTICLE published 30 September 2023 in SIAM Journal on Optimization

Authors: Archis Ghate

Continuous-Time Markov Decision Processes with Exponential Utility

JOURNAL ARTICLE published January 2017 in SIAM Journal on Control and Optimization

Research funded by European Commission (RFSR-CT-2014-00025)

Authors: Yi Zhang

Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time

JOURNAL ARTICLE published January 2016 in SIAM Journal on Optimization

Authors: Yonghui Huang | Xianping Guo

Accelerating Primal-Dual Methods for Regularized Markov Decision Processes

JOURNAL ARTICLE published 31 March 2024 in SIAM Journal on Optimization

Authors: Haoya Li | Hsiang-Fu Yu | Lexing Ying | Inderjit S. Dhillon