Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 41 results
Sort by: relevance publication year

Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains

JOURNAL ARTICLE published August 2018 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena

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

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

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

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

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

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

Recursive adaptive control of Markov decision processes with the average reward criterion

JOURNAL ARTICLE published January 1991 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena | On�simo Hern�ndez-Lerma

Control of Markov Chains with Long-Run Average Cost Criterion

BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications

Authors: Vivek S. Borkar

Necessary conditions for the optimality equation in average-reward Markov decision processes

JOURNAL ARTICLE published January 1989 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost

JOURNAL ARTICLE published February 2002 in Mathematics of Operations Research

Authors: V. S. Borkar | S. P. Meyn

Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards

JOURNAL ARTICLE published August 1988 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

Implementation Issues for Markov Decision Processes

BOOK CHAPTER published 1988 in The IMA Volumes in Mathematics and Its Applications

Authors: Armand M. Makowski | Adam Shwartz

Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains

JOURNAL ARTICLE published April 2002 in Applications of Mathematics

Authors: Ivo Marek | Petr Mayer

Markov chains: Discrete and continuous time

BOOK CHAPTER published 2010 in Theory of Stochastic Processes

Authors: Dmytro Gusak | Alexander Kukush | Alexey Kulik | Yuliya Mishura | Andrey Pilipenko

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

Authors: R. Sadowy | L. Stettner

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

Authors: Ivo Vrkoč

Decompositional Methods

BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products

Authors: Tuğrul Dayar

Iterative Methods

BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products

Authors: Tuğrul Dayar

Matrix-Analytic Methods

BOOK CHAPTER published 2012 in Analyzing Markov Chains using Kronecker Products

Authors: Tuğrul Dayar