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Introduction and Summary

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Variance-minimization of Markov control processes with pathwise constraints

JOURNAL ARTICLE published December 2012 in Optimization

Authors: Armando F. Mendoza-Pérez | Onésimo Hernández-Lerma

Optimal ergodic control of Markov diffusion processes with minimum variance

JOURNAL ARTICLE published December 2013 in Stochastics

Authors: Héctor Jasso-Fuentes | Onésimo Hernández-Lerma

Continuous–Time Markov Control Processes

BOOK CHAPTER published 2023 in Texts in Applied Mathematics

Authors: Onésimo Hernández-Lerma | Leonardo R. Laura-Guarachi | Saul Mendoza-Palacios | David González-Sánchez

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

Discrete Time Markov Processes

BOOK CHAPTER published 3 October 2018 in The Control Systems Handbook

First Passage Problems for Nonstationary Discrete-Time Stochastic Control Systems

JOURNAL ARTICLE published January 2012 in European Journal of Control

Authors: Xianping Guo | Adrián Hernández-del-Valle | Onésimo Hernández-Lerma

Average cost Markov control processes with weighted norms: value iteration

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models

BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications

Authors: Luz del Carmen Rosas-Rosas

Continuous-Time Controlled Jump Markov Processes on the Finite Horizon

BOOK CHAPTER published 2012 in Systems & Control: Foundations & Applications

Authors: Mrinal K. Ghosh | Subhamay Saha

Discrete — Time Markov Chains

BOOK CHAPTER published 1996 in A Course in Stochastic Processes

Authors: Denis Bosq | Hung T. Nguyen

Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

Authors: Yonghui Huang | Xianping Guo

Markov Chains and Ergodic Theorems

BOOK CHAPTER published 2003 in Markov Chains and Invariant Probabilities

Authors: Onésimo Herná-Lerma | Jean Bernard Lasserre

Mean–semivariance optimality for continuous-time Markov decision processes

JOURNAL ARTICLE published March 2019 in Systems & Control Letters

Research funded by National Natural Science Foundation of China (11601166)

Authors: Qingda Wei

Markov Chains in Metric Spaces

BOOK CHAPTER published 2003 in Markov Chains and Invariant Probabilities

Authors: Onésimo Herná-Lerma | Jean Bernard Lasserre

Nonstationary discrete-time deterministic and stochastic control systems: Bounded and unbounded cases

JOURNAL ARTICLE published July 2011 in Systems & Control Letters

Authors: Xianping Guo | Adrián Hernández-del-Valle | Onésimo Hernández-Lerma

Sample-path and variance minimization of Markov control processes with average cost criteria

PROCEEDINGS ARTICLE published in Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)

Authors: O. Hernandez-Lerma | O. Vega-Amaya | G. Carrasco

Markov Processes in Discrete Time

BOOK CHAPTER published 1992 in Springer Texts in Statistics

Authors: Peter Whittle

Markov Processes in Discrete Time

BOOK CHAPTER published 2000 in Springer Texts in Statistics

Authors: Peter Whittle

Markov chains. by David Freedman. springer‐verlag, new york, heidelberg, approximating countable markov chains. by David Freedman. Springer‐Verlag, Brownian Motion and Diffusion. By David Freedman. Springer‐Verlag, New York, Berlin, 1983. xiv + 382 pp. ISBN 0‐387‐90308‐0. New York, Heidelberg, Berlin, 1983. x + 140 pp. ISBN 0‐387‐90804‐8. Heidelberg, Berlin, 1983. xii + 231 pp. ISBN 0‐387‐90805‐6

JOURNAL ARTICLE published September 1988 in Canadian Journal of Statistics

Authors: Jordan M. Stoyanov