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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

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

https://doi.org/10.1007/s00245-009-9080-2 Actions

Finite-state approximations for denumerable state discounted markov decision processes

JOURNAL ARTICLE published April 1986 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/bf01442225 Actions

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

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

https://doi.org/10.1007/bf01189027 Actions

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

https://doi.org/10.1007/bf01448194 Actions

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

https://doi.org/10.1007/bf01189029 Actions

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

https://doi.org/10.1007/bf01442397 Actions

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

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1214/105051604000000585 Actions

Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1017/apr.2018.10 Actions

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

Authors: Rolando Cavazos-Cadena | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1017/jpr.2023.40 Actions

On Risk-Sensitive Piecewise Deterministic Markov Decision Processes

JOURNAL ARTICLE published June 2020 in Applied Mathematics & Optimization

Authors: Xin Guo | Yi Zhang

https://doi.org/10.1007/s00245-018-9485-x Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1017/s0021900200000991 Actions

Time-Inconsistent Risk-Sensitive Equilibrium for Countable-Stated Markov Decision Processes

JOURNAL ARTICLE published October 2021 in Applied Mathematics & Optimization

Authors: Hongwei Mei

https://doi.org/10.1007/s00245-020-09690-3 Actions

On Risk-Sensitive Ergodic Impulsive Control of Markov Processes

JOURNAL ARTICLE published January 2002 in Applied Mathematics & Optimization

Authors: R. Sadowy | L. Stettner

https://doi.org/10.1007/s00245-001-0026-6 Actions

Average optimality for Markov decision processes in borel spaces: a new condition and approach

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Xianping Guo | Quanxin Zhu

https://doi.org/10.1017/s0021900200001662 Actions

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published August 2016 in Applied Mathematics & Optimization

Authors: F. Dufour | T. Prieto-Rumeau

https://doi.org/10.1007/s00245-015-9307-3 Actions

Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Journal of Applied Probability

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

https://doi.org/10.1239/jap/1134587805 Actions

Discounted continuous-time constrained Markov decision processes in Polish spaces

JOURNAL ARTICLE published 1 October 2011 in The Annals of Applied Probability

Authors: Xianping Guo | Xinyuan Song

https://doi.org/10.1214/10-aap749 Actions

Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion

JOURNAL ARTICLE published June 2010 in Applied Mathematics and Optimization

Authors: Fernando Luque-Vásquez | J. Adolfo Minjárez-Sosa | Luz del Carmen Rosas-Rosas

https://doi.org/10.1007/s00245-009-9086-9 Actions

Mean Field Markov Decision Processes

JOURNAL ARTICLE published August 2023 in Applied Mathematics & Optimization

Authors: Nicole Bäuerle

https://doi.org/10.1007/s00245-023-09985-1 Actions

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

Authors: Rolando Cavazos-Cadena | Raúl Montes-De-Oca | Karel Sladký

https://doi.org/10.1017/s0021900200012559 Actions
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