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

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

Adaptive control of diffusion processes with a discounted reward criterion

JOURNAL ARTICLE published 2020 in Applicationes Mathematicae

Authors: B. A. Escobedo-Trujillo | O. Hernández-Lerma | F. A. Alaffita-Hernández

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

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

Sequential estimation in finite-state Markov processes

JOURNAL ARTICLE published 1982 in Applicationes Mathematicae

Authors: S. Trybuła

Γ-minimax sequential estimation for Markov-additive processes

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Ryszard Magiera

Sequential estimation of the transition intensities in Markov processes with migration

JOURNAL ARTICLE published 1984 in Applicationes Mathematicae

Authors: R. Magiera

On risk sensitive control of regular step Markov processes

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Roman Sadowy

On adaptive control of Markov chains using nonparametric estimation

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: Ewa Drabik | Łukasz Stettner

Ergodic control of partially observed Markov processes with equivalent transition probabilities

JOURNAL ARTICLE published 1993 in Applicationes Mathematicae

Authors: Łukasz Stettner

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

JOURNAL ARTICLE published 2009 in Applicationes Mathematicae

Authors: Anna Jaśkiewicz

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

JOURNAL ARTICLE published 1999 in Applicationes Mathematicae

Authors: Oscar Vega-Amaya

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

Deterministic optimal policies for Markov control processes with pathwise constraints

JOURNAL ARTICLE published 2012 in Applicationes Mathematicae

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

Adaptive control of discrete time Markov processes by the large deviations method

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: T. Duncan | B. Pasik-Duncan | Łukasz Stettner

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

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