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Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence JOURNAL ARTICLE published December 1996 in Journal of Applied Probability |
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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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Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence JOURNAL ARTICLE published December 1996 in Journal of Applied Probability |
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On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002. |
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A poisson equation for the risk-sensitive average cost in semi-markov chains JOURNAL ARTICLE published December 2016 in Discrete Event Dynamic Systems Research funded by PRODEP (17332-CA-23) | PSF Organization* (300-01-15) |
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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 |
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Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published March 2018 in Advances in Applied Probability |
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A counterexample on the optimality equation in Markov decision chains with the average cost criterion JOURNAL ARTICLE published May 1991 in Systems & Control Letters |
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Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research |
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion JOURNAL ARTICLE published December 2005 in Journal of Applied Probability |
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Discounted approximations to the risk-sensitive average cost in finite Markov chains JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications |
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Contractive Approximations in Risk-Sensitive Average Semi-Markov Decision Chains on a Finite State Space JOURNAL ARTICLE published January 2022 in Journal of Optimization Theory and Applications |
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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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On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
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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 |