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Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-008-0229-6 Actions

Discounted cost optimality problem: stability with respect to weak metrics

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0171-z Actions

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

https://doi.org/10.1007/bf01193864 Actions

An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0155-z Actions

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

https://doi.org/10.1007/s001860400372 Actions

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s00186-008-0277-y Actions

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu | Xianping Guo | Yonglong Dai

https://doi.org/10.1007/s001860400408 Actions

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s00186-009-0285-6 Actions

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-015-0496-y Actions

Constrained continuous-time Markov decision processes with average criteria

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Lanlan Zhang | Xianping Guo

https://doi.org/10.1007/s00186-007-0154-0 Actions

Markov Decision Processes with Average-Value-at-Risk criteria

JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Jonathan Ott

https://doi.org/10.1007/s00186-011-0367-0 Actions

Markov control processes with randomized discounted cost

JOURNAL ARTICLE published 15 February 2007 in Mathematical Methods of Operations Research

Authors: Juan González-Hernández | Raquiel R. López-Martínez | J. Rubén Pérez-Hernández

https://doi.org/10.1007/s00186-006-0092-2 Actions

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

https://doi.org/10.1007/s00186-007-0157-x Actions

Multicriteria impulsive control of jump Markov processes

JOURNAL ARTICLE published September 2004 in Mathematical Methods of Operational Research

Authors: A. B. Piunovskiy

https://doi.org/10.1007/s001860400355 Actions

New sufficient conditions for average optimality in continuous-time Markov decision processes

JOURNAL ARTICLE published August 2010 in Mathematical Methods of Operations Research

Authors: Liuer Ye | Xianping Guo

https://doi.org/10.1007/s00186-010-0307-4 Actions

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Authors: Qingda Wei

https://doi.org/10.1007/s00186-016-0550-4 Actions

Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion

JOURNAL ARTICLE published September 1998 in Mathematical Methods of Operations Research

Authors: Evgueni I. Gordienko | J. Adolfo Minjárez-Sosa

https://doi.org/10.1007/pl00003993 Actions

Constrained Markov decision processes in Borel spaces: from discounted to average optimality

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (238045)

Authors: Armando F. Mendoza-Pérez | Héctor Jasso-Fuentes | Omar A. De-la-Cruz Courtois

https://doi.org/10.1007/s00186-016-0551-3 Actions

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-019-00689-3 Actions

Markov control processes with pathwise constraints

JOURNAL ARTICLE published June 2010 in Mathematical Methods of Operations Research

Authors: Armando F. Mendoza-Pérez | Onésimo Hernández-Lerma

https://doi.org/10.1007/s00186-010-0311-8 Actions
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