Approximation of stationary control policies by quantized control in Markov decision processes

PROCEEDINGS ARTICLE published October 2013 in 2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton)

Authors: Naci Saldi | Tamas Linder | Serdar Yuksel

Optimality of Quasi-Open-Loop Policies for Discounted Semi-Markov Decision Processes

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Daniel Adelman | Angelo J. Mancini

Robust optimal policies for Markov decision processes with safety-threshold constraints

PROCEEDINGS ARTICLE published December 2016 in 2016 IEEE 55th Conference on Decision and Control (CDC)

Authors: Rayna Dimitrova | Jie Fu | Ufuk Topcu

Discounted Markov decision processes via time aggregation

PROCEEDINGS ARTICLE published June 2016 in 2016 European Control Conference (ECC)

Authors: Edilson F. Arruda | Marcelo D. Fragoso

Robust analysis of discounted Markov decision processes with uncertain transition probabilities

JOURNAL ARTICLE published October 2020 in Applied Mathematics-A Journal of Chinese Universities

Authors: Zhen-kai Lou | Fu-jun Hou | Xu-ming Lou

Markov Decision Processes in Artificial Intelligence

EDITED BOOK published 28 February 2013

Editors: Olivier Sigaud | Olivier Buffet

Multi-time-scale Markov decision processes for organizational decision-making

JOURNAL ARTICLE published November 2013 in EURO Journal on Decision Processes

Authors: Christian Wernz

The average cost optimality equation for Markov control processes on Borel spaces

JOURNAL ARTICLE published May 1994 in Systems & Control Letters

Authors: Raúl Montes-de-Oca

An online primal-dual method for discounted Markov decision processes

PROCEEDINGS ARTICLE published December 2016 in 2016 IEEE 55th Conference on Decision and Control (CDC)

Authors: Mengdi Wang | Yichen Chen

On Variability of Optimal Policies in Markov Decision Processes

BOOK CHAPTER published in Studies in Classification, Data Analysis, and Knowledge Organization

Authors: Karl-Heinz Waldmann

Optimal Inspection Policies for Deteriorating Markov Processes.

REPORT published 1 April 1977

Authors: Robert D. Levin

Optimal stopping time on discounted semi-Markov processes

JOURNAL ARTICLE published April 2021 in Frontiers of Mathematics in China

Authors: Fang Chen | Xianping Guo | Zhong-Wei Liao

THE OPTIMAL CONTROL OF DISCOUNTED MARKOV PROCESSES WITH INFINITE HORIZON

BOOK CHAPTER published 1987 in Stochastic Control

Authors: V.M. Khametov | A.B. Piunovski

The Problems of Risk Probability  for Infinite Discounted Semi-Markov Decision Processes

POSTED CONTENT published

Authors: Haifeng Huo | Hongxiang Pan | Xian Wen

On Optimal Control of Discounted Cost Infnite-Horizon Markov Decision Processes Under Local State Information Structures

JOURNAL ARTICLE published 2020 in IFAC-PapersOnLine

Research funded by National Science Foundation (CNS-1544782,ECCS-1847056,SES-1541164,W911NF-19-1-0041)

Authors: Guanze Peng | Veeraruna Kavitha | Quanyan Zhu

LU-Factorization Versus Wiener-Hopf Factorization for Markov Chains

JOURNAL ARTICLE published December 2013 in Acta Applicandae Mathematicae

Authors: Vincent Vigon

Discounted Deterministic Markov Decision Processes and Discounted All-Pairs Shortest Paths

PROCEEDINGS ARTICLE published 4 January 2009 in Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Omid Madani | Mikkel Thorup | Uri Zwick

Markov Decision Processes Applied to the Payment of Dividends of a Reserve Process

BOOK CHAPTER published 2018 in Operations Research and Enterprise Systems

Authors: Raúl Montes-de-Oca | Patricia Saavedra | Gabriel Zacarías-Espinoza | Daniel Cruz-Suárez

Conditional Markov equilibria in discounted dynamic games

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Mitri Kitti

Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes

JOURNAL ARTICLE published January 1996 in Management Science

Authors: D. J. White