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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

https://doi.org/10.1007/s10626-023-00376-w 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

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

https://doi.org/10.1007/s00186-022-00779-9 Actions

Comments on: “A policy improvement method for constrained average Markov decision processes” [Oper. Res. Lett. 35 (2007) 434–438]

JOURNAL ARTICLE published January 2009 in Operations Research Letters

Authors: Yasemin Serin

https://doi.org/10.1016/j.orl.2008.10.002 Actions

An axiomatic approach to Markov decision processes

JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research

Authors: Adam Jonsson

https://doi.org/10.1007/s00186-022-00806-9 Actions

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

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Oscar Vega-Amaya

https://doi.org/10.4064/am-26-4-363-381 Actions

Stability estimates in the problem of average optimal switching of a Markov chain

JOURNAL ARTICLE published August 2003 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Alexander Yushkevich

https://doi.org/10.1007/s001860200258 Actions

Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

JOURNAL ARTICLE published 5 January 2004 in Communications in Statistics - Theory and Methods

Authors: Fernando Luque-Vásquez | Oscar Vega-Amaya

https://doi.org/10.1081/sta-120028693 Actions

Markov decision processes under observability constraints

JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research

Authors: Yasemin Serin | Vidyadhar Kulkarni

https://doi.org/10.1007/s001860400402 Actions

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

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

https://doi.org/10.1007/978-1-4613-0265-0_11 Actions

AVERAGE COST SEMI-MARKOV DECISION PROCESSES

REPORT published 1 September 1969

Authors: Sheldon M. Ross

https://doi.org/10.21236/ad0695379 Actions

On mean reward variance in semi-Markov processes

JOURNAL ARTICLE published December 2005 in Mathematical Methods of Operations Research

Authors: Karel Sladký

https://doi.org/10.1007/s00186-005-0039-z Actions

Nonzero-sum semi-Markov games with the expected average payoffs

JOURNAL ARTICLE published September 2005 in Mathematical Methods of Operations Research

Authors: Andrzej S. Nowak | Anna Jaśkiewicz

https://doi.org/10.1007/s00186-005-0439-0 Actions

Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

JOURNAL ARTICLE published April 2021 in Mathematical Methods of Operations Research

Research funded by Fapesp (2014/50279-4,2014/50851-0) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304149/2019-5)

Authors: O. L. V. Costa | F. Dufour

https://doi.org/10.1007/s00186-020-00732-8 Actions

Semi-Markov control processes with unknown holding times distribution under a discounted criterion

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Fernando Luque-Vásquez | J. Adolfo Minjárez-Sosa

https://doi.org/10.1007/s001860400406 Actions

On undiscounted semi-Markov decision processes with absorbing states

JOURNAL ARTICLE published April 2016 in Mathematical Methods of Operations Research

Authors: Prasenjit Mondal

https://doi.org/10.1007/s00186-015-0524-y Actions

Long-term average cost control problems for continuous time Markov processes: A survey

JOURNAL ARTICLE published 1983 in Acta Applicandae Mathematicae

Authors: Maurice Robin

https://doi.org/10.1007/bf00046603 Actions

Markov decision processes on finite spaces with fuzzy total rewards

JOURNAL ARTICLE published 7 July 2022 in Kybernetika

Authors: Karla Carrero-Vera | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.14736/kyb-2022-2-0180 Actions

Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon

JOURNAL ARTICLE published July 2014 in Journal of Optimization Theory and Applications

Authors: Hugo Cruz-Suárez | Rocio Ilhuicatzi-Roldán | Raúl Montes-de-Oca

https://doi.org/10.1007/s10957-012-0262-8 Actions

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

https://doi.org/10.1007/s00186-008-0276-z Actions
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