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Semi-infinite weighted Markov decision processes with perturbation

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Mohammed Abbad | Khalid Rahhali

https://doi.org/10.1007/s001860400363 Actions

The pseudo-average rule: bankruptcy, cost allocation and bargaining

JOURNAL ARTICLE published February 2011 in Mathematical Methods of Operations Research

Authors: Txus Ortells | Juan Carlos Santos

https://doi.org/10.1007/s00186-010-0333-2 Actions

Robustness inequality for Markov control processes with unbounded costs

JOURNAL ARTICLE published February 1998 in Systems & Control Letters

Authors: Evgueni I. Gordienko | Francisco S. Salem

https://doi.org/10.1016/s0167-6911(97)00077-7 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1017/s0021900200000991 Actions

Sample-path optimality and variance-maximization for Markov decision processes

JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research

Authors: Q. X. Zhu

https://doi.org/10.1007/s00186-006-0126-9 Actions

Minimizing spectral risk measures applied to Markov decision processes

JOURNAL ARTICLE published August 2021 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Alexander Glauner

https://doi.org/10.1007/s00186-021-00746-w Actions

Long-Run Average-Cost Problems

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

https://doi.org/10.1007/978-1-4612-0729-0_5 Actions

Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion

JOURNAL ARTICLE published June 2010 in Applied Mathematics and Optimization

Authors: Fernando Luque-Vásquez | J. Adolfo Minjárez-Sosa | Luz del Carmen Rosas-Rosas

https://doi.org/10.1007/s00245-009-9086-9 Actions

Markov decision processes with risk-sensitive criteria: an overview

JOURNAL ARTICLE published April 2024 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Anna Jaśkiewicz

https://doi.org/10.1007/s00186-024-00857-0 Actions

Non-randomized policies for constrained Markov decision processes

JOURNAL ARTICLE published 5 July 2007 in Mathematical Methods of Operations Research

Authors: Richard C. Chen | Eugene A. Feinberg

https://doi.org/10.1007/s00186-006-0133-x Actions

Deterministic Discounted Markov Decision Processes with Fuzzy Rewards/Costs

JOURNAL ARTICLE published September 2023 in Fuzzy Information and Engineering

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca | R. Israel Ortega-Gutiérrez

https://doi.org/10.26599/fie.2023.9270020 Actions

On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

https://doi.org/10.1007/bf02283610 Actions

Accelerated modified policy iteration algorithms for Markov decision processes

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Oleksandr Shlakhter | Chi-Guhn Lee

https://doi.org/10.1007/s00186-013-0432-y Actions

Equivalence classes for optimizing risk models in Markov decision processes

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Yoshio Ohtsubo | Kenji Toyonaga

https://doi.org/10.1007/s001860400361 Actions

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

https://doi.org/10.4064/am-25-2-153-178 Actions

Adaptive threshold generation for passive robust fault detection using interval observers

PROCEEDINGS ARTICLE published August 2009 in 2009 European Control Conference (ECC)

Authors: Saul Montes de Oca | Vicenc Puig

https://doi.org/10.23919/ecc.2009.7074880 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1134587805 Actions

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems

PROCEEDINGS ARTICLE published 2021 in Proceedings of the 10th International Conference on Operations Research and Enterprise Systems

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

https://doi.org/10.5220/0010231400490059 Actions

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems

PROCEEDINGS ARTICLE published 2021 in Proceedings of the 10th International Conference on Operations Research and Enterprise Systems

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

https://doi.org/10.5220/0010231400002859 Actions

Application of average dynamic programming to inventory systems

JOURNAL ARTICLE published October 1998 in Mathematical Methods of Operations Research

Authors: Oscar Vega-Amaya | Ra�l Montes-de-Oca

https://doi.org/10.1007/bf01198405 Actions
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