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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

https://doi.org/10.1016/j.aml.2009.01.039 Actions

Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes

JOURNAL ARTICLE published 2013 in Journal of Applied Mathematics

Authors: Raúl Montes-de-Oca | Enrique Lemus-Rodríguez | Francisco Sergio Salem-Silva

https://doi.org/10.1155/2013/271279 Actions

Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published March 2024 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1017/jpr.2023.40 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1017/s0021900200000991 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1134587805 Actions

A Version of the Euler Equation in Discounted Markov Decision Processes

JOURNAL ARTICLE published 2012 in Journal of Applied Mathematics

Authors: H. Cruz-Suárez | G. Zacarías-Espinoza | V. Vázquez-Guevara

https://doi.org/10.1155/2012/103698 Actions

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

https://doi.org/10.1017/s0021900200012559 Actions

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

https://doi.org/10.1239/jap/1437658607 Actions

Geometric convergence of value-iteration in multichain Markov decision problems

JOURNAL ARTICLE published March 1979 in Advances in Applied Probability

Authors: P. J. Schweitzer | A. Federgruen

https://doi.org/10.1017/s000186780003175x Actions

Geometric convergence of value-iteration in multichain Markov decision problems

JOURNAL ARTICLE published March 1979 in Advances in Applied Probability

Authors: P. J. Schweitzer | A. Federgruen

https://doi.org/10.2307/1426774 Actions

Convergence of Value Functions for Finite Horizon Markov Decision Processes with Constraints

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Research funded by Japan Society for the Promotion of Science (18K03343)

Authors: Naoyuki Ichihara

https://doi.org/10.1007/s00245-020-09707-x Actions

The variance of discounted Markov decision processes

JOURNAL ARTICLE published December 1982 in Journal of Applied Probability

Authors: Matthew J. Sobel

https://doi.org/10.1017/s0021900200023123 Actions

The variance of discounted Markov decision processes

JOURNAL ARTICLE published December 1982 in Journal of Applied Probability

Authors: Matthew J. Sobel

https://doi.org/10.2307/3213832 Actions

Discounted continuous-time constrained Markov decision processes in Polish spaces

JOURNAL ARTICLE published 1 October 2011 in The Annals of Applied Probability

Authors: Xianping Guo | Xinyuan Song

https://doi.org/10.1214/10-aap749 Actions

Finite-state approximations for denumerable state discounted markov decision processes

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf01442225 Actions

A semimartingale characterization of average optimal stationary policies for Markov decision processes

JOURNAL ARTICLE published 13 April 2006 in Journal of Applied Mathematics and Stochastic Analysis

Authors: Quanxin Zhu | Xianping Guo

https://doi.org/10.1155/jamsa/2006/81593 Actions

Note on discounted continuous-time Markov decision processes with a lower bounding function

JOURNAL ARTICLE published December 2017 in Journal of Applied Probability

Authors: Xin Guo | Alexey Piunovskiy | Yi Zhang

https://doi.org/10.1017/jpr.2017.53 Actions

A new policy iteration scheme for Markov decision processes using Schweitzer's formula

JOURNAL ARTICLE published March 1994 in Journal of Applied Probability

Authors: J. B. Lasserre

https://doi.org/10.1017/s0021900200107521 Actions

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published August 2016 in Applied Mathematics & Optimization

Authors: F. Dufour | T. Prieto-Rumeau

https://doi.org/10.1007/s00245-015-9307-3 Actions

A new policy iteration scheme for Markov decision processes using Schweitzer's formula

JOURNAL ARTICLE published March 1994 in Journal of Applied Probability

Authors: J. B. Lasserre

https://doi.org/10.2307/3215254 Actions
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