Continuous-Time Markov Decision Processes

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

The existence of good Markov strategies for decision processes with general payoffs

JOURNAL ARTICLE published February 1987 in Stochastic Processes and their Applications

Authors: Theodore P. Hill | Victor C. Pestien

Markov chains on completely regular semigroups

JOURNAL ARTICLE published April 1988 in Stochastic Processes and their Applications

Authors: P.B. Cerrito

Systems of independent Markov chains

JOURNAL ARTICLE published April 1988 in Stochastic Processes and their Applications

Authors: T.M. Liggett | S.C. Port

Markov chains generated by maximizing components of multidimensional extremal processes

JOURNAL ARTICLE published April 1988 in Stochastic Processes and their Applications

Authors: John K. Dagsvik

Implementation Issues for Markov Decision Processes

BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications

Authors: Armand M. Makowski | Adam Shwartz

Occupation time densities for stable-like processes and other pure jump Markov processes

JOURNAL ARTICLE published 1988 in Stochastic Processes and their Applications

Authors: Richard F. Bass

Time reversal and stationarity of infinite-dimensional Markov birth-and-death processes

JOURNAL ARTICLE published 1988 in Stochastic Processes and their Applications

Authors: Ingemar Kaj

Inference from censored Markov chains with applications to multiwave panel data

JOURNAL ARTICLE published 1988 in Stochastic Processes and their Applications

Authors: Michael J. Phelan

A further remark on dynamic programming for partially observed Markov processes

JOURNAL ARTICLE published July 2004 in Stochastic Processes and their Applications

Authors: Vivek S. Borkar | Amarjit Budhiraja

Superposed continuous renewal processes A Markov renewal approach

JOURNAL ARTICLE published February 1996 in Stochastic Processes and their Applications

Authors: Gerold Alsmeyer

Markov decision processes and strongly excessive functions

JOURNAL ARTICLE published November 1978 in Stochastic Processes and their Applications

Authors: K.M. van Hee | J. Wessels

Vector-valued Markov decision processes and the systems of linear inequalities

JOURNAL ARTICLE published March 1995 in Stochastic Processes and their Applications

Authors: Kazuyoshi Wakuta

Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary

JOURNAL ARTICLE published September 1988 in Stochastic Processes and their Applications

Authors: H. Kaspi | J.B. Mitro

Markov Processes

BOOK CHAPTER published 1975 in Stochastic Differential Equations and Applications

Authors: Avner Friedman

Conditioned real self-similar Markov processes

JOURNAL ARTICLE published March 2019 in Stochastic Processes and their Applications

Research funded by EPSRC (EP/L002442/1) | EPSRC (EP/M001784/1) | CONACyT (234644)

Authors: Andreas E. Kyprianou | Víctor M. Rivero | Weerapat Satitkanitkul

Reversibility of first-order autoregressive processes

JOURNAL ARTICLE published April 1988 in Stochastic Processes and their Applications

Authors: Hideo Ōsawa

Block-successive approximation for a discounted Markov decision model

JOURNAL ARTICLE published February 1985 in Stochastic Processes and their Applications

Authors: Moshe Haviv

Markov processes with countable-state spaces

BOOK CHAPTER published in Stochastic Processes

A New Policy Evaluation Algorithm for Markov Decision Processes with Quasi Birth-Death Structure

JOURNAL ARTICLE published January 2005 in Stochastic Models

Authors: Langford B. White