Estimation and control in finite Markov decision processes with the average reward criterion

JOURNAL ARTICLE published 2004 in Applicationes Mathematicae

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

Average cost Markov control processes with weighted norms: value iteration

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

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

Estimates for perturbations of general discounted Markov control chains

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

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

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Oscar Vega-Amaya

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

Estimates for perturbations of discounted Markov chains on general spaces

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: Oscar Vega-Amaya | Fernando Luque-Vásquez

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

Bayesian estimation of the mean holding time in average semi-Markov control processes

JOURNAL ARTICLE published 2015 in Applicationes Mathematicae

Authors: J. Adolfo Minjárez-Sosa | José A. Montoya

Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost

JOURNAL ARTICLE published 1998 in Applicationes Mathematicae

Authors: V. Borkar | S. Associate

Semi-Markov control processes with non-compact action spaces and discontinuous costs

JOURNAL ARTICLE published 2009 in Applicationes Mathematicae

Authors: Anna Jaśkiewicz

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

Semi-Markov control models with average costs

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Fernando Luque-Vásquez | Onésimo Hernández-Lerma

On the Newton–Kantorovich theorem and nonlinear finite element methods

JOURNAL ARTICLE published 2009 in Applicationes Mathematicae

Authors: Ioannis K. Argyros

Note on stability estimation in sequential hypothesis testing

JOURNAL ARTICLE published 2013 in Applicationes Mathematicae

Authors: E. Gordienko | J. Ruiz de Chávez | A. García

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

Ergodic control of partially observed Markov processes with equivalent transition probabilities

JOURNAL ARTICLE published 1993 in Applicationes Mathematicae

Authors: Łukasz Stettner

Covariance structure of wide-sense Markov processes of order k≥1

JOURNAL ARTICLE published 2006 in Applicationes Mathematicae

Authors: Arkadiusz Kasprzyk | Władysław Szczotka