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An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0155-z Actions

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

https://doi.org/10.1007/s001860400372 Actions

The Convergence of Value Iteration in Discounted Markov Decision Processes

JOURNAL ARTICLE published March 1994 in Journal of Mathematical Analysis and Applications

Authors: D.J. White | W.T. Scherer

https://doi.org/10.1006/jmaa.1994.1090 Actions

Monotone value iteration for discounted finite Markov decision processes

JOURNAL ARTICLE published August 1985 in Journal of Mathematical Analysis and Applications

Authors: D.J White

https://doi.org/10.1016/0022-247x(85)90152-0 Actions

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

https://doi.org/10.1007/bf01193864 Actions

Nonstationary value-iteration and adaptive control of discounted semi-Markov processes

JOURNAL ARTICLE published December 1985 in Journal of Mathematical Analysis and Applications

Authors: Onésimo Hernández-Lerma

https://doi.org/10.1016/0022-247x(85)90253-7 Actions

Constrained Markov decision processes in Borel spaces: from discounted to average optimality

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (238045)

Authors: Armando F. Mendoza-Pérez | Héctor Jasso-Fuentes | Omar A. De-la-Cruz Courtois

https://doi.org/10.1007/s00186-016-0551-3 Actions

Continuous Time Markov Decision Processes with Discounted Moment Criterion

JOURNAL ARTICLE published October 1996 in Journal of Mathematical Analysis and Applications

Authors: Qiying Hu

https://doi.org/10.1006/jmaa.1996.9999 Actions

Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-008-0229-6 Actions

Nonstationary Continuous Time Markov Decision Processes in a Semi-Markov Environment with Discounted Criterion

JOURNAL ARTICLE published September 1995 in Journal of Mathematical Analysis and Applications

Authors: Q.Y. Hu

https://doi.org/10.1006/jmaa.1995.1322 Actions

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces

JOURNAL ARTICLE published 21 September 2000 in Mathematical Methods of Operations Research (ZOR)

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

https://doi.org/10.1007/s001860000068 Actions

Mixed Markov Decision Processes in a Semi-Markov Environment with Discounted Criterion

JOURNAL ARTICLE published March 1998 in Journal of Mathematical Analysis and Applications

Authors: Qiying Hu | Jinling Wang

https://doi.org/10.1006/jmaa.1997.5792 Actions

Discounted cost optimality problem: stability with respect to weak metrics

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0171-z Actions

Discounted approximations to the risk-sensitive average cost in finite Markov chains

JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications

Authors: Rolando Cavazos-Cadena | Daniel Cruz-Suárez

https://doi.org/10.1016/j.jmaa.2017.01.084 Actions

Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains

JOURNAL ARTICLE published 1 November 2002 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena | Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200205 Actions

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-019-00689-3 Actions

Multi-objective infinite-horizon discounted Markov decision processes

JOURNAL ARTICLE published October 1982 in Journal of Mathematical Analysis and Applications

Authors: D.J White

https://doi.org/10.1016/0022-247x(82)90122-6 Actions

Nonstationary Continuous Time Markov Decision Processes with Discounted Criterion

JOURNAL ARTICLE published November 1993 in Journal of Mathematical Analysis and Applications

Authors: Q.Y. Hu

https://doi.org/10.1006/jmaa.1993.1382 Actions

Optimal Average Value Convergence in Nonhomogeneous Markov Decision Processes

JOURNAL ARTICLE published November 1993 in Journal of Mathematical Analysis and Applications

Authors: Y.S. Park | J.C. Bean | R.L. Smith

https://doi.org/10.1006/jmaa.1993.1367 Actions

Minimizing a Threshold Probability in Discounted Markov Decision Processes

JOURNAL ARTICLE published March 1993 in Journal of Mathematical Analysis and Applications

Authors: D.J. White

https://doi.org/10.1006/jmaa.1993.1093 Actions
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