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Estimates for perturbations of general discounted Markov control chains

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

https://doi.org/10.4064/am30-3-4 Actions

Estimates for perturbations of discounted Markov chains on general spaces

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

https://doi.org/10.4064/am30-1-3 Actions

An extended version of average Markov decision processes on discrete spaces under fuzzy environment

JOURNAL ARTICLE published 20 March 2023 in Kybernetika

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca | R. Israel Ortega-Gutiérrez

https://doi.org/10.14736/kyb-2023-1-0160 Actions

Markov decision processes on finite spaces with fuzzy total rewards

JOURNAL ARTICLE published 7 July 2022 in Kybernetika

Authors: Karla Carrero-Vera | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.14736/kyb-2022-2-0180 Actions

Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

https://doi.org/10.1007/978-3-540-77903-2_11 Actions

Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.1007/978-1-4613-0265-0_11 Actions

Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach

JOURNAL ARTICLE published 20 March 2016 in Kybernetika

Authors: R. Israel Ortega-Gutiérrez | Raúl Montes-de-Oca | Enrique Lemus-Rodríguez

https://doi.org/10.14736/kyb-2016-1-0066 Actions

<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

https://doi.org/10.14736/kyb-2019-1-0152 Actions

Risk-sensitive average optimality in Markov decision processes

JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

https://doi.org/10.14736/kyb-2018-6-1218 Actions

A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Óscar Vega-Amaya | Joaquín López-Borbón

https://doi.org/10.14736/kyb-2019-1-0081 Actions

The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.1287/moor.28.4.752.20515 Actions

Strong average optimality criterion for continuous-time Markov decision processes

JOURNAL ARTICLE published 2 January 2015 in Kybernetika

Authors: Qingda Wei | Xian Chen

https://doi.org/10.14736/kyb-2014-6-0950 Actions

Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition

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

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.1007/978-0-8176-8337-5_3 Actions

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

https://doi.org/10.1155/2013/271279 Actions

Another set of verifiable conditions for average Markov decision processes with Borel spaces

JOURNAL ARTICLE published 12 May 2015 in Kybernetika

Authors: Xiaolong Zou | Xianping Guo

https://doi.org/10.14736/kyb-2015-2-0276 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

https://doi.org/10.1017/s0021900200000991 Actions

Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

https://doi.org/10.1007/s001860400372 Actions

Estimation and control in finite Markov decision processes with the average reward criterion

JOURNAL ARTICLE published 2004 in Applicationes Mathematicae

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

https://doi.org/10.4064/am31-2-1 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca

https://doi.org/10.1239/jap/1134587805 Actions

Second order optimality in Markov decision chains

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Karel Sladký

https://doi.org/10.14736/kyb-2017-6-1086 Actions
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