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Recent results on conditions for the existence of average optimal stationary policies

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf02055572 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

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

Density estimation and adaptive control of markov processes: Average and discounted criteria

JOURNAL ARTICLE published September 1990 in Acta Applicandae Mathematicae

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

https://doi.org/10.1007/bf00049572 Actions

Nash equilibria in a class of Markov stopping games with total reward criterion

JOURNAL ARTICLE published October 2021 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Mario Cantú-Sifuentes | Imelda Cerda-Delgado

https://doi.org/10.1007/s00186-021-00759-5 Actions

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published November 2014 in Journal of Optimization Theory and Applications

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

https://doi.org/10.1007/s10957-013-0474-6 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

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

Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes

JOURNAL ARTICLE published December 1990 in Systems & Control Letters

Authors: Emmanuel Fernández-Gaucherand | Aristotle Arapostathis | Steven I. Marcus

https://doi.org/10.1016/0167-6911(90)90067-5 Actions

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

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

https://doi.org/10.1017/s0021900200012559 Actions

Constrained continuous-time Markov decision processes with average criteria

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Lanlan Zhang | Xianping Guo

https://doi.org/10.1007/s00186-007-0154-0 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

Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1437658607 Actions

A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion

JOURNAL ARTICLE published November 2020 in Journal of Optimization Theory and Applications

Authors: Julio Saucedo-Zul | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.1007/s10957-020-01758-y Actions

Solutions and optimality criteria for nonconvex quadratic-exponential minimization problem

JOURNAL ARTICLE published June 2008 in Mathematical Methods of Operations Research

Authors: David Yang Gao | Ning Ruan

https://doi.org/10.1007/s00186-007-0204-7 Actions

Basic Optimality Criteria

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

https://doi.org/10.1142/9781848168497_0003 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

Sensitive Discount Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

https://doi.org/10.1142/9781848168497_0006 Actions

Risk-sensitive Markov stopping games with an absorbing state

JOURNAL ARTICLE published 7 April 2022 in Kybernetika

Authors: Jaicer López-Rivero | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.14736/kyb-2022-1-0101 Actions

A note on strong 1-optimal policies in Markov decision chains with unbounded costs

JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Andrzej S. Nowak

https://doi.org/10.1007/s001860050062 Actions
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