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Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach

JOURNAL ARTICLE published 20 March 2016 in Kybernetika

Authors: R. Israel Ortega-Gutiérrez | Raúl Montes-de-Oca | Enrique Lemus-Rodríguez

An extended version of average Markov decision processes on discrete spaces under fuzzy environment

JOURNAL ARTICLE published 20 March 2023 in Kybernetika

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

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

Note on stability estimation in average Markov control processes

JOURNAL ARTICLE published 24 October 2015 in Kybernetika

Authors: Jaime Martínez Sánchez | Elena Zaitseva

<html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html>

JOURNAL ARTICLE published 14 March 2019 in Kybernetika

Authors: Francisco J. González-Padilla | Raúl Montes-de-Oca

About stability of risk-seeking optimal stopping

JOURNAL ARTICLE published 21 July 2014 in Kybernetika

Authors: Raúl Montes-de-Oca | Elena Zaitseva

A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Óscar Vega-Amaya | Joaquín López-Borbón