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A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains JOURNAL ARTICLE published 1 February 2005 in The Annals of Applied Probability |
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The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization |
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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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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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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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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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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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Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published March 2024 in Journal of Applied Probability |
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Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
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Recursive adaptive control of Markov decision processes with the average reward criterion JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization |
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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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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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Finite-state approximations for denumerable state discounted markov decision processes JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization |
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A System of Poisson Equations for a Nonconstant Varadhan Functional on a Finite State Space JOURNAL ARTICLE published January 2006 in Applied Mathematics and Optimization |
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Sustainable Harvesting Policies Under Long-Run Average Criteria: Near Optimality JOURNAL ARTICLE published April 2020 in Applied Mathematics & Optimization |
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Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes JOURNAL ARTICLE published 19 November 1999 in Applied Mathematics and Optimization |
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Controlled Markov set-chains under average criteria JOURNAL ARTICLE published May 2001 in Applied Mathematics and Computation |
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Near—Optimal Risk—Sensitive Control BOOK CHAPTER published in Stochastic Modelling and Applied Probability |