Average cost Markov control processes with weighted norms: existence of canonical policies

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

Deterministic optimal policies for Markov control processes with pathwise constraints

JOURNAL ARTICLE published 2012 in Applicationes Mathematicae

Authors: Armando F. Mendoza-Pérez | Onésimo Hernández-Lerma

Semi-Markov control models with average costs

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Fernando Luque-Vásquez | Onésimo Hernández-Lerma

Average cost Markov control processes with weighted norms: value iteration

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

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

On risk sensitive control of regular step Markov processes

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Roman Sadowy

The linear programming approach to deterministic optimal control problems

JOURNAL ARTICLE published 1996 in Applicationes Mathematicae

Authors: Daniel Hernández-Hernández | Onésimo Hernández-Lerma | Michael Taksar

Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

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

Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality

JOURNAL ARTICLE published 1998 in Applicationes Mathematicae

Authors: Onésimo Hernández-Lerma | Oscar Vega-Amaya

Adaptive control of diffusion processes with a discounted reward criterion

JOURNAL ARTICLE published 2020 in Applicationes Mathematicae

Authors: B. A. Escobedo-Trujillo | O. Hernández-Lerma | F. A. Alaffita-Hernández

On the classification of Markov chains via occupation measures

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: Onésimo Hernández-Lerma | Jean Lasserre

The first exit of almost strongly recurrent semi-Markov processes

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Joachim Domsta | Franciszek Grabski

Adaptive control of discrete time Markov processes by the large deviations method

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: T. Duncan | B. Pasik-Duncan | Łukasz Stettner

Sample path average optimality of Markov control processes with strictly unbounded cost

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Oscar Vega-Amaya

Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: J. Minjárez-Sosa

Stationary optimal process in discounted dynamic programming

JOURNAL ARTICLE published 1977 in Applicationes Mathematicae

Authors: A. Nowak

Multiple Markov Gaussian processes

JOURNAL ARTICLE published 2021 in Applicationes Mathematicae

Authors: Zbigniew S. Kowalski

On minimax sequential estimation of the mean value of a stationary Gaussian Markov process

JOURNAL ARTICLE published 1982 in Applicationes Mathematicae

Authors: R. Różański

Sequential estimation in finite-state Markov processes

JOURNAL ARTICLE published 1982 in Applicationes Mathematicae

Authors: S. Trybuła

Extended piecewise Markov processes in continuous time

JOURNAL ARTICLE published 1978 in Applicationes Mathematicae

Authors: Maria Jankiewicz