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Growth Optimality for Branching Markov Decision Chains

JOURNAL ARTICLE published November 1982 in Mathematics of Operations Research

Authors: Uriel G. Rothblum | Peter Whittle

https://doi.org/10.1287/moor.7.4.582 Actions

Denumerable controlled Markov chains with average reward criterion: Sample path optimality

JOURNAL ARTICLE published February 1995 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Emmanuel Fern�ndez-Gaucherand

https://doi.org/10.1007/bf01415067 Actions

Procesos de Markov con costo promedio

DISSERTATION published

Authors: José Raúl Montes de Oca Machorro

https://doi.org/10.24275/uami.xk81jk41k Actions

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308)

Authors: Xian Chen | Qingda Wei

https://doi.org/10.1137/22m1476757 Actions

Markov Decision Processes with Average-Value-at-Risk criteria

JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Jonathan Ott

https://doi.org/10.1007/s00186-011-0367-0 Actions

Denumerable controlled Markov chains with average reward criterion: sample path optimality

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

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

https://doi.org/10.1109/cdc.1994.411028 Actions

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

https://doi.org/10.1109/cdc.2001.980563 Actions

Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case

PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

https://doi.org/10.1109/.2001.980563 Actions

Discounted approximations in risk-sensitive average Markov cost chains with finite state space

JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research

Authors: Rubén Blancas-Rivera | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-019-00689-3 Actions

Denumerable controlled Markov chains with strong average optimality criterion: bounded and unbounded costs

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

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

https://doi.org/10.1109/cdc.1994.411240 Actions

Adaptive control of average Markov decision chains under the Lyapunov stability condition

JOURNAL ARTICLE published 1 October 2001 in Mathematical Methods of Operations Research (ZOR)

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860100138 Actions

Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Xianping Guo | Yi Zhang

https://doi.org/10.1287/moor.2015.0777 Actions

On the Convergence of Policy Iteration in Average Reward Markov Decision Chains with Compact Action Spaces

BOOK CHAPTER published 1985 in Operations Research Proceedings

Authors: Rommert Dekker

https://doi.org/10.1007/978-3-642-70457-4_146 Actions

Risk-sensitive finite-horizon piecewise deterministic Markov decision processes

JOURNAL ARTICLE published January 2020 in Operations Research Letters

Research funded by National Natural Science Foundation of China (MYRG2016-00016-FBA,FDCT/027/2016/A1)

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

https://doi.org/10.1016/j.orl.2019.05.001 Actions

Recent results in controlled Markov chains with risk sensitive average criteria: the vanishing discount approach

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

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

https://doi.org/10.1109/cdc.1999.832761 Actions

Optimality Conditions for CTMDP with Average Cost Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Xianping Guo | Weiping Zhu

https://doi.org/10.1007/978-1-4613-0265-0_10 Actions

Contractive approximations in average Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research

Authors: Gustavo Portillo-Ramírez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s00186-023-00825-0 Actions

Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Allise O. Wachs | Irwin E. Schochetman | Robert L. Smith

https://doi.org/10.1287/moor.1100.0478 Actions

New sufficient conditions for average optimality in continuous-time Markov decision processes

JOURNAL ARTICLE published August 2010 in Mathematical Methods of Operations Research

Authors: Liuer Ye | Xianping Guo

https://doi.org/10.1007/s00186-010-0307-4 Actions

Risk-sensitive control of Markov decision processes: A moment-based approach with target distributions

JOURNAL ARTICLE published November 2020 in Computers & Operations Research

Authors: Rainer Schlosser

https://doi.org/10.1016/j.cor.2020.104997 Actions
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