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Asymptotically Optimal Strategies for Adaptive Zero-Sum Discounted Markov Games

JOURNAL ARTICLE published January 2009 in SIAM Journal on Control and Optimization

Authors: J. Adolfo Minjárez-Sosa | Oscar Vega-Amaya

Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach

JOURNAL ARTICLE published January 2008 in SIAM Journal on Control and Optimization

Authors: K. Suresh Kumar

Learning Algorithms for Markov Decision Processes with Average Cost

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: J. Abounadi | D. Bertsekas | V. S. Borkar

A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Authors: François Dufour | Alexandre Genadot

Singularly Perturbed Discounted Markov Control Processes in a General State Space

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: O. L. V. Costa | F. Dufour

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: François Dufour | Tomás Prieto-Rumeau

Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (61773411,11701588)

Authors: Xianping Guo | Zhong-Wei Liao

Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming

JOURNAL ARTICLE published January 1996 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published January 2016 in SIAM Journal on Control and Optimization

Research funded by Agence Nationale de la Recherche (ANR-1--INDEX-03-02) | Fundação de Amparo à Pesquisa do Estado de São Paulo (2013/50759-3) | Conselho Nacional de Desenvolvimento Científico e Tecnológico (304091/2014-6)

Authors: O. L. V. Costa | F. Dufour | A. B. Piunovskiy

Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

JOURNAL ARTICLE published January 2011 in SIAM Journal on Control and Optimization

Authors: Alexey Piunovskiy | Yi Zhang

On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Xianping Guo | Xiangxiang Huang | Yi Zhang

Discounted Deterministic Markov Decision Processes and Discounted All-Pairs Shortest Paths

PROCEEDINGS ARTICLE published 4 January 2009 in Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Omid Madani | Mikkel Thorup | Uri Zwick

Reversible Markov Decision Processes with an Average-Reward Criterion

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Randy Cogill | Cheng Peng

Partially Observed Inventory Systems: The Case of Rain Checks

JOURNAL ARTICLE published January 2008 in SIAM Journal on Control and Optimization

Authors: Alain Bensoussan | Metin Çakanyildirim | J. Adolfo Minjárez-Sosa | Suresh P. Sethi | Ruixia Shi

Optimal Discounted Stochastic Control for Diffusion Processes

JOURNAL ARTICLE published November 1967 in SIAM Journal on Control

Authors: H. J. Kushner

On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes

JOURNAL ARTICLE published August 2022 in SIAM Journal on Control and Optimization

Research funded by Narodowe Centrum Nauki (2016/23/B/ST1/00479)

Authors: Lukasz Stettner

Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion

JOURNAL ARTICLE published January 2021 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (11771432,11871461,11401566)

Authors: Fen Xu | Dacheng Yao | Hanqin Zhang

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

JOURNAL ARTICLE published March 1993 in SIAM Journal on Control and Optimization

Authors: Aristotle Arapostathis | Vivek S. Borkar | Emmanuel Fernández-Gaucherand | Mrinal K. Ghosh | Steven I. Marcus

A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: Anthony Almudevar

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Naci Saldi | Tamer Başar | Maxim Raginsky