Average criteria in denumerable semi-Markov decision chains under risk-aversion

JOURNAL ARTICLE published September 2023 in Discrete Event Dynamic Systems

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

A new parallelized of hierarchical value iteration algorithm for discounted Markov decision processes

JOURNAL ARTICLE published 2022 in Discrete and Continuous Dynamical Systems - S

Discounted Deterministic Markov Decision Processes and Discounted All-Pairs Shortest Paths

PROCEEDINGS ARTICLE published 4 January 2009 in Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Omid Madani | Mikkel Thorup | Uri Zwick

The risk probability criterion for discounted continuous-time Markov decision processes

JOURNAL ARTICLE published December 2017 in Discrete Event Dynamic Systems

Research funded by National Natural Science Foundation of China (61374067 and 11471341)

Authors: Haifeng Huo | Xiaolong Zou | Xianping Guo

Variance Reduced Value Iteration and Faster Algorithms for Solving Markov Decision Processes

BOOK CHAPTER published January 2018 in Proceedings of the Twenty-Ninth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Aaron Sidford | Mengdi Wang | Xian Wu | Yinyu Ye

Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published 10 September 2022 in Discrete Dynamics in Nature and Society

Research funded by National Natural Science Foundation of China (11961005,2021021)

Authors: Xiao Wu | Yanqiu Tang

Editors: Luca Pancioni

Optimization of parametric policies of Markov decision processes under a variance criterion

PROCEEDINGS ARTICLE published May 2016 in 2016 13th International Workshop on Discrete Event Systems (WODES)

Authors: Li Xia

Ergodicity for a class of Markov processes and applications to randomly forced PDE'S. II

JOURNAL ARTICLE published 2006 in Discrete & Continuous Dynamical Systems - B

Authors: Armen Shirikyan | ,Laboratoire de Mathématiques, Université de Paris-Sud XI, Bâtiment 425, 91405 Orsay Cedex

Convergence to V-shaped fronts in curvature flows for spatially non-decaying initial perturbations

JOURNAL ARTICLE published 2006 in Discrete & Continuous Dynamical Systems - A

Authors: Mitsunori Nara | ,Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, O-okayama 2-12-1-W8-38, Meguro-ku, Tokyo 152-8552 | Masaharu Taniguchi | ,Department of Mathematical and Computing Sciences, Tokyo Institute of Technology, Tokyo 152-8552

Value iteration convergence of $epsilon$-monotone schemes for stationary Hamilton-Jacobi equations

JOURNAL ARTICLE published 2015 in Discrete & Continuous Dynamical Systems - A

Authors: Olivier Bokanowski | ,Laboratoire Jacques-Louis Lions, UMR 7598, Université Paris-Diderot (Paris 7), UFR de Mathématiques - 5 rue Thomas Mann, 75205 Paris CEDEX 13 | Maurizio Falcone | Roberto Ferretti | Lars Grüne | Dante Kalise | Hasnaa Zidani | ,Dipartimento di Matematica, Istituto "Guido Castelnuovo", Sapienza Università di Roma, Piazzale Aldo Moro, 2 I-00185 Roma | ,Dipartimento di Matematica e Fisica, Università di Roma Tre, L.go S. Leonardo Murialdo, 1, 00146 Roma | ,Mathematisches Institut, Fakultät für Mathematik, Physik und Informatik, Universität Bayreuth, 95440 Bayreuth | ,Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Altenbergerstraße 69, 4040 Linz | ,Unité des mathématiques appliquées (UMA), ENSTA ParisTech, 828 Bd Maréchaux, 91120 Palaiseau