Multiplex Markov chains: Convection cycles and optimality

JOURNAL ARTICLE published 29 July 2020 in Physical Review Research

Research funded by Simons Foundation (578333)

Authors: Dane Taylor

Real net national income

COMPONENT published 27 January 2010

Authors: OECD

Markov Decision Processes

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Gross domestic product, volume

COMPONENT published 27 January 2010

Authors: OECD

Overtaking, Bias, and Variance Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Risk-sensitive control of continuous time Markov chains

JOURNAL ARTICLE published 4 July 2014 in Stochastics

Authors: Mrinal K. Ghosh | Subhamay Saha

Risk-sensitive stopping problems for continuous-time Markov chains

JOURNAL ARTICLE published 3 April 2018 in Stochastics

Authors: Nicole Bäuerle | Anton Popp

Average optimality for Markov decision processes in borel spaces: a new condition and approach

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Xianping Guo | Quanxin Zhu

Verification of Markov Decision Processes with Risk-Sensitive Measures

PROCEEDINGS ARTICLE published June 2018 in 2018 Annual American Control Conference (ACC)

Authors: Murat Cubuktepe | Ufuk Topcu

Value iteration in a class of controlled Markov chains with average-criterion: unbounded costs case

PROCEEDINGS ARTICLE published in Proceedings of 1995 34th IEEE Conference on Decision and Control

Authors: R. Cavazos-Cadena | E. Fernandez-Gaucherand

New tests of optimality in Markov decision processes

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: J.B. Lasserre

On optimality gaps for fuzzification in finite Markov decision processes

JOURNAL ARTICLE published February 2008 in Journal of Interdisciplinary Mathematics

Authors: Masayuki Kageyama

Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem

JOURNAL ARTICLE published November 2007 in Mathematics of Operations Research

Authors: Eugene A. Feinberg | Mark E. Lewis

Special Topics

BOOK CHAPTER published 8 November 2010 in Markov Chains and Decision Processes for Engineers and Managers

Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies

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

Authors: Huizhen Yu

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: A. Federgruen | H. C. Tijms

On the total reward variance for continuous-time Markov reward chains

JOURNAL ARTICLE published December 2006 in Journal of Applied Probability

Authors: Nico M. Van Dijk | Karel Sladký

On Certain Average Characteristics of Finite Continuous-Time Markov Chains

JOURNAL ARTICLE published February 2015 in Journal of Mathematical Sciences

Authors: Ya. A. Satin | A. I. Zeifman

Data S2: Average fecundity, varroa-sensitive hygiene and infestation rates

COMPONENT published

Counter examples for compact action markov decision chains with average reward criteria

JOURNAL ARTICLE published January 1987 in Communications in Statistics. Stochastic Models

Authors: Rommert Dekker