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Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality

JOURNAL ARTICLE published November 1994 in Mathematics of Operations Research

Authors: Eitan Altman | Ofer Zeitouni

Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes

JOURNAL ARTICLE published 2013 in Journal of Applied Mathematics

Authors: Raúl Montes-de-Oca | Enrique Lemus-Rodríguez | Francisco Sergio Salem-Silva

Value iteration for controlled Markov chains with risk sensitive cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

Authors: T. Bielecki | D. Hernandez-Hernandez | S.R. Pliska

On mean reward variance in semi-Markov processes

JOURNAL ARTICLE published December 2005 in Mathematical Methods of Operations Research

Authors: Karel Sladký

Risk-sensitive Markov Decision Processes with Risk Constraints of Coherent Risk Measures in Fuzzy and Stochastic Environment

PROCEEDINGS ARTICLE published 2019 in Proceedings of the 11th International Joint Conference on Computational Intelligence

Authors: Yuji Yoshida

Risk and supply chains

BOOK CHAPTER published 2007 in International Series In Operations Research & Management Science

Risk‐sensitive Markov decision processes with long‐run CVaR criterion

JOURNAL ARTICLE published December 2023 in Production and Operations Management

Research funded by National Key Research and Development Program of China (2022YFA1004600) | Guangdong Basic and Applied Basic Research Foundation (2023A1515012492,2021A1515011984) | Guangdong Province Key Laboratory of Computational Science (2020B1212060032) | Fundamental Research Funds for the Central Universities (22wklj01) | National Natural Science Foundation of China (62073346,72371253,11931018,U1811462)

Authors: Li Xia | Luyao Zhang | Peter W. Glynn

<html> Nash &epsilon;-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html>

JOURNAL ARTICLE published 14 March 2019 in Kybernetika

Authors: Francisco J. González-Padilla | Raúl Montes-de-Oca

Optimality in Feller semi-Markov control processes

JOURNAL ARTICLE published November 2006 in Operations Research Letters

Authors: Anna Jaśkiewicz | Andrzej S. Nowak

Computation of optimal policies in discounted semi-Markov decision chains

JOURNAL ARTICLE published September 1984 in Operations-Research-Spektrum

Authors: L. Cantaluppi

Monotonicity in multidimensional Markov decision processes for the batch dispatch problem

JOURNAL ARTICLE published March 2007 in Operations Research Letters

Authors: Katerina Papadaki | Warren B. Powell

Constrained Semi-Markov decision processes with average rewards

JOURNAL ARTICLE published October 1994 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Opeartions Research

Authors: Eugene A. Feinberg

Constrained Optimality for Average Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

An introduction to ensemble-average importance sampling of Markov chains

PROCEEDINGS ARTICLE published in [1991] Proceedings of the 30th IEEE Conference on Decision and Control

Authors: X.R. Cao

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

JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability

Authors: Xianping Guo | Ulrich Rieder

Controlled Markov chains with risk-sensitive criteria: some (counter) examples

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: A. Brau-Rojas | R. Cavazos-Cadena | E. Fernandez-Gaucherand

Average Optimality for Pathwise Rewards

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Average Optimality for Nonnegative Costs

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Controlled Markov chains with exponential risk-sensitive criteria: modularity, structured policies and applications

PROCEEDINGS ARTICLE published in Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171)

Authors: G. Avila-Godoy | E. Fernandez-Gaucherand

On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: I. M. Sonin