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Denumerable controlled Markov chains with average reward criterion: Sample path optimality JOURNAL ARTICLE published February 1995 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research |
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Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
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Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains JOURNAL ARTICLE published 1 November 2002 in Mathematical Methods of Operations Research (ZOR) |
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Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space JOURNAL ARTICLE published 1 May 2003 in Mathematical Methods of Operations Research (ZOR) |
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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) |
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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) |
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Nearly optimal stationary policies in negative dynamic programmin g JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR) |
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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) |
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On the uniqueness of solutions to the Poisson equations for average cost Markov chains with unbounded cost functions JOURNAL ARTICLE published 1 November 2003 in Mathematical Methods of Operations Research (ZOR) |
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Optimal switching problem for countable Markov chains: average reward criterion JOURNAL ARTICLE published 5 April 2001 in Mathematical Methods of Operations Research (ZOR) |
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The optimality equation and ε-optimal strategies in Markov games with average reward criterion JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management JOURNAL ARTICLE published 18 October 1999 in Mathematical Methods of Operations Research (ZOR) |
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Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards JOURNAL ARTICLE published 14 December 1999 in Mathematical Methods of Operations Research (ZOR) |
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Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR) |
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Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria JOURNAL ARTICLE published June 1994 in ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research |
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A counterexample on overtaking optimality JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR) |
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Average optimal switching of a Markov chain with a Borel state space JOURNAL ARTICLE published 1 March 2002 in Mathematical Methods of Operations Research (ZOR) |
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Risk sensitive portfolio optimization JOURNAL ARTICLE published 14 December 1999 in Mathematical Methods of Operations Research (ZOR) |
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Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon JOURNAL ARTICLE published September 1991 in ZOR - Methods and Models of Operations Research |
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Undiscounted Markov decision chains with partial information; an algorithm for computing a locally optimal periodic policy JOURNAL ARTICLE published June 1994 in ZOR Zeitschrift f�r Operations Research Mathematical Methods of Operations Research |