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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

https://doi.org/10.1137/s0363012993245306 Actions

Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs

JOURNAL ARTICLE published March 1994 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

https://doi.org/10.1137/s0363012992228325 Actions

Bias Optimality for Continuous-Time Controlled Markov Chains

JOURNAL ARTICLE published January 2006 in SIAM Journal on Control and Optimization

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

https://doi.org/10.1137/s036301290343432 Actions

Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Oscar Vega-Amaya | Guadalupe Carrasco

https://doi.org/10.1137/s0363012998340673 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

Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria

JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

https://doi.org/10.1137/s0363012999361962 Actions

Infinite Linear Programming and Multichain Markov Control Processes in Uncountable Spaces

JOURNAL ARTICLE published January 1998 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Juan González-Hernández

https://doi.org/10.1137/s0363012995292238 Actions

Constrained Average Cost Markov Control Processes in Borel Spaces

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Onésimo Hernández-Lerma | Juan González-Hernández | Raquiel R. López-Martínez

https://doi.org/10.1137/s0363012999361627 Actions

Adaptive Markov Control Processes (D. Hernandez-Lerma)

JOURNAL ARTICLE published December 1991 in SIAM Review

Authors: Gerhard Hübner

https://doi.org/10.1137/1033169 Actions

Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints

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

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

https://doi.org/10.1137/060668857 Actions

Valuated Matroid Intersection I: Optimality Criteria

JOURNAL ARTICLE published November 1996 in SIAM Journal on Discrete Mathematics

Authors: Kazuo Murota

https://doi.org/10.1137/s0895480195279994 Actions

Minimax Control of Discrete-Time Stochastic Systems

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: J. I. González-Trejo | O. Hernández-Lerma | L. F. Hoyos-Reyes

https://doi.org/10.1137/s0363012901383837 Actions

Markov Decision Processes: Discrete Stochastic Dynamic Programming (Martin L. Puterman)

JOURNAL ARTICLE published December 1996 in SIAM Review

Authors: A. Feinberg

https://doi.org/10.1137/1038137 Actions

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

https://doi.org/10.1137/140968872 Actions

Approximation Schemes for Infinite Linear Programs

JOURNAL ARTICLE published November 1998 in SIAM Journal on Optimization

Authors: Onésimo Hernández-Lerma | Jean B. Lasserre

https://doi.org/10.1137/s1052623497315768 Actions

Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

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

Authors: Xianping Guo | Yonghui Huang | Xinyuan Song

https://doi.org/10.1137/100805169 Actions

Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: G. B. Di Masi | L. Stettner

https://doi.org/10.1137/s0363012997320614 Actions

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: Giovanni B. Di Masi | Łukasz Stettner

https://doi.org/10.1137/040618631 Actions

Optimality of Refraction Strategies for Spectrally Negative Lévy Processes

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

Research funded by Consejo Nacional de Ciencia y Tecnología (241195) | Ministry of Education, Culture, Sports, Science, and Technology (26800092)

Authors: Daniel Hernández-Hernández | José-Luis Pérez | Kazutoshi Yamazaki

https://doi.org/10.1137/15m1051208 Actions

A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes

JOURNAL ARTICLE published November 1974 in SIAM Journal on Control

Authors: Anders Lindquist

https://doi.org/10.1137/0312057 Actions
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