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Approximation of Infinite Horizon Discounted Cost Markov Decision Processes BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems |
Adaptive control of continuous-time linear stochastic systems with discounted cost criterion JOURNAL ARTICLE published February 1991 in Journal of Optimization Theory and Applications |
Limiting Discounted-Cost Control of Partially Observable Stochastic Systems JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization |
Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization |
Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion JOURNAL ARTICLE published June 2010 in Applied Mathematics and Optimization |
Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria JOURNAL ARTICLE published April 2018 in Applied Mathematics & Optimization |
Stochastic Gradient Form of Stochastic Approximation OTHER published 26 March 2003 in Introduction to Stochastic Search and Optimization |
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) |
Simultaneous Perturbation Stochastic Approximation OTHER published 26 March 2003 in Introduction to Stochastic Search and Optimization |
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 |
Stochastic Approximation for Nonlinear Root‐Finding OTHER published 26 March 2003 in Introduction to Stochastic Search and Optimization |
Asymptotically Optimal Strategies for Adaptive Zero-Sum Discounted Markov Games JOURNAL ARTICLE published January 2009 in SIAM Journal on Control and Optimization |
Stochastic Approximation and the Finite‐Difference Method OTHER published 26 March 2003 in Introduction to Stochastic Search and Optimization |
A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization |
Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications |
Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion JOURNAL ARTICLE published April 2023 in Journal of Optimization Theory and Applications Research funded by National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308,12271454) |
Model Simplification and Optimal Control of Stochastic Singularly Perturbed Systems under Exponentiated Quadratic Cost JOURNAL ARTICLE published September 1996 in SIAM Journal on Control and Optimization |
Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness JOURNAL ARTICLE published February 2023 in Journal of Global Optimization |
Optimal Control of a Stochastic Hybrid System with Discounted Cost JOURNAL ARTICLE published June 1999 in Journal of Optimization Theory and Applications |
Nonparametric adaptive control of discounted stochastic systems with compact state space JOURNAL ARTICLE published May 1990 in Journal of Optimization Theory and Applications |