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Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu | Xianping Guo | Yonglong Dai

https://doi.org/10.1007/s001860400408 Actions

On lexicographical optimality criteria in controlled markov chains

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: G. I. Mirzashvili

https://doi.org/10.1007/bfb0007092 Actions

Risk-Sensitive Optimality Criteria in Markov Decision Processes

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký

https://doi.org/10.1007/978-3-540-69995-8_88 Actions

Risk-sensitive optimal control of hidden Markov models: a case study

PROCEEDINGS ARTICLE published in Proceedings of 1994 33rd IEEE Conference on Decision and Control

Authors: E. Fernandez-Gaucherand | S.I. Marcus

https://doi.org/10.1109/cdc.1994.411203 Actions

Denumerable Markov stopping games with risk-sensitive total reward criterion

JOURNAL ARTICLE published 8 April 2024 in Kybernetika

Authors: Manuel A. Torres-Gomar | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

https://doi.org/10.14736/kyb-2024-1-0001 Actions

Upper and lower bounds for the solutions of Markov renewal equations

JOURNAL ARTICLE published November 2005 in Mathematical Methods of Operations Research

Authors: Gang Li | Jiaowan Luo

https://doi.org/10.1007/s00186-005-0008-6 Actions

Constrained Markov decision processes in Borel spaces: from discounted to average optimality

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (238045)

Authors: Armando F. Mendoza-Pérez | Héctor Jasso-Fuentes | Omar A. De-la-Cruz Courtois

https://doi.org/10.1007/s00186-016-0551-3 Actions

Nearly optimal stationary policies in negative dynamic programmin g

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

Authors: Ra�l Montes-De-Oca | Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860050060 Actions

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Authors: Qingda Wei

https://doi.org/10.1007/s00186-016-0550-4 Actions

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

https://doi.org/10.1007/978-3-662-38529-6_79 Actions

Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion

JOURNAL ARTICLE published November 1996 in SIAM Journal on Control and Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1137/s1064827590192863 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

A note on the convergence rate of the value iteration scheme in controlled Markov chains

JOURNAL ARTICLE published April 1998 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1016/s0167-6911(97)00097-2 Actions

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces

JOURNAL ARTICLE published 21 September 2000 in Mathematical Methods of Operations Research (ZOR)

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

https://doi.org/10.1007/s001860000068 Actions

Sample-path optimality and variance-maximization for Markov decision processes

JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research

Authors: Q. X. Zhu

https://doi.org/10.1007/s00186-006-0126-9 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

Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

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

https://doi.org/10.4064/am28-1-7 Actions

Two extensions of asymptotic methods in controlled Markov chains

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Petr Mandl | Monika Laušmanová

https://doi.org/10.1007/bf02055575 Actions

Optimal halting policies in Markov population decision chains with constant risk posture

JOURNAL ARTICLE published November 2014 in Annals of Operations Research

Authors: Pelin G. Canbolat

https://doi.org/10.1007/s10479-012-1302-3 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
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