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Density estimation and adaptive control of markov processes: Average and discounted criteria JOURNAL ARTICLE published September 1990 in Acta Applicandae Mathematicae |
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Equivalence of Lyapunov stability criteria in a class of Markov decision processes JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
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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 |
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A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |
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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 |
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Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey REPORT published 31 March 1992 |
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The Nth-Bias and Blackwell Optimality BOOK CHAPTER published 2021 in SpringerBriefs in Electrical and Computer Engineering |
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Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308) |
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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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Risk-sensitive average optimality in Markov decision processes JOURNAL ARTICLE published 28 December 2018 in Kybernetika |
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Average Optimality for Adaptive Markov Control Processes with Unbounded Costs and Unknown Disturbance Distribution BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains |
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Sensitive Discount Optimality BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics |
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The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization Research funded by PSF Organization (2-450-17) |
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Risk-sensitive Markov stopping games with an absorbing state JOURNAL ARTICLE published 7 April 2022 in Kybernetika |
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The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research |
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Sample path average optimality of Markov control processes with strictly unbounded cost JOURNAL ARTICLE published 1999 in Applicationes Mathematicae |
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Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality JOURNAL ARTICLE published 1998 in Applicationes Mathematicae |
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On lexicographical optimality criteria in controlled markov chains BOOK CHAPTER published in Lecture Notes in Control and Information Sciences |
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Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
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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 |