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Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research |
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 |
The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research |
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 |
Recursive adaptive control of Markov decision processes with the average reward criterion JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization |
Control of Markov Chains with Long-Run Average Cost Criterion BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications |
Necessary conditions for the optimality equation in average-reward Markov decision processes JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization |
Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization |
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost JOURNAL ARTICLE published February 2002 in Mathematics of Operations Research |
Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards JOURNAL ARTICLE published August 1988 in Mathematics of Operations Research |
Implementation Issues for Markov Decision Processes BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications |
Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains JOURNAL ARTICLE published April 2002 in Applications of Mathematics |
Markov chains: Discrete and continuous time BOOK CHAPTER published 2010 in Theory of Stochastic Processes |
Chapter 3 Markov Chains and Control Problems with Markov Chain Models BOOK CHAPTER published 1977 in Mathematics in Science and Engineering |
Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion JOURNAL ARTICLE published July 1992 in Computers & Mathematics with Applications |
On Risk-Sensitive Ergodic Impulsive Control of Markov Processes JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization |
Book Review Stochastic differential and difference equations. (Eds.: I. Csiszár and Gy. Michaletzky.) Progress in Systems and Control Theory, Vol. 23, Birkhäuser, Boston 1997, xvii+353 pages, ISBN 0-8176-3971-3, price DM 238,– JOURNAL ARTICLE published June 1998 in Applications of Mathematics |
Decompositional Methods BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products |
Iterative Methods BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products |
Matrix-Analytic Methods BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products |