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Necessary conditions for the optimality equation in average-reward Markov decision processes

JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf01448194 Actions

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

https://doi.org/10.1007/s00245-009-9080-2 Actions

Finite-state approximations for denumerable state discounted markov decision processes

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf01442225 Actions

Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf01189029 Actions

A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains

JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1214/105051604000000585 Actions

Recursive adaptive control of Markov decision processes with the average reward criterion

JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

https://doi.org/10.1007/bf01442397 Actions

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

https://doi.org/10.1007/bf01189027 Actions

A System of Poisson Equations for a Nonconstant Varadhan Functional on a Finite State Space

JOURNAL ARTICLE published January 2006 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Daniel Hernandez-Hernandez

https://doi.org/10.1007/s00245-005-0840-3 Actions

Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published March 2024 in Journal of Applied Probability

Authors: Rolando Cavazos-Cadena | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1017/jpr.2023.40 Actions

Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1017/apr.2018.10 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

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

https://doi.org/10.1007/s00245-018-9485-x 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

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.1017/s0001867800030263 Actions

Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

https://doi.org/10.1007/s00245-020-09690-3 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Journal of Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.1017/s0021900200045630 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.2307/1426908 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Journal of Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.2307/3213407 Actions

Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published June 2021 in Journal of Applied Probability

Authors: Xin Guo | Yonghui Huang

https://doi.org/10.1017/jpr.2020.105 Actions

Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations

JOURNAL ARTICLE published December 2015 in Advances in Applied Probability

Authors: H. Blok | F. M. Spieksma

https://doi.org/10.1017/s0001867800049028 Actions
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