Estimates for perturbations of general discounted Markov control chains

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

Estimates for perturbations of discounted Markov chains on general spaces

JOURNAL ARTICLE published 2003 in Applicationes Mathematicae

Authors: Raúl Montes-de-Oca | Alexander Sakhanenko | Francisco Salem-Silva

Estimation and control in finite Markov decision processes with the average reward criterion

JOURNAL ARTICLE published 2004 in Applicationes Mathematicae

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

Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

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

Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

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

Deterministic optimal policies for Markov control processes with pathwise constraints

JOURNAL ARTICLE published 2012 in Applicationes Mathematicae

Authors: Armando F. Mendoza-Pérez | Onésimo Hernández-Lerma

Stationary optimal process in discounted dynamic programming

JOURNAL ARTICLE published 1977 in Applicationes Mathematicae

Authors: A. Nowak

Average cost Markov control processes with weighted norms: existence of canonical policies

JOURNAL ARTICLE published 1995 in Applicationes Mathematicae

Authors: Evgueni Gordienko | Onésimo Hernández-Lerma

A note on a new class of recursive utilities in Markov decision processes

JOURNAL ARTICLE published 2017 in Applicationes Mathematicae

Authors: Hubert Asienkiewicz | Anna Jaśkiewicz

Multiple Markov Gaussian processes

JOURNAL ARTICLE published 2021 in Applicationes Mathematicae

Authors: Zbigniew S. Kowalski

Limit theorems for nonhomogeneous semi-Markov processes

JOURNAL ARTICLE published 1991 in Applicationes Mathematicae

Authors: Wiojciech Wajda

Extended piecewise Markov processes in discrete time

JOURNAL ARTICLE published 1978 in Applicationes Mathematicae

Authors: Maria Jankiewicz

Sequential estimation in finite-state Markov processes

JOURNAL ARTICLE published 1982 in Applicationes Mathematicae

Authors: S. Trybuła

Extended piecewise Markov processes in continuous time

JOURNAL ARTICLE published 1978 in Applicationes Mathematicae

Authors: Maria Jankiewicz

Γ-minimax sequential estimation for Markov-additive processes

JOURNAL ARTICLE published 2001 in Applicationes Mathematicae

Authors: Ryszard Magiera

On the optimal reinsurance problem

JOURNAL ARTICLE published 2013 in Applicationes Mathematicae

Authors: Swen Kiesel | Ludger Rüschendorf

Adaptive control of diffusion processes with a discounted reward criterion

JOURNAL ARTICLE published 2020 in Applicationes Mathematicae

Authors: B. A. Escobedo-Trujillo | O. Hernández-Lerma | F. A. Alaffita-Hernández

The Kendall theorem and its application to the geometric ergodicity of Markov chains

JOURNAL ARTICLE published 2013 in Applicationes Mathematicae

Authors: Witold Bednorz

Markov operators: applications to diffusion processes and population dynamics

JOURNAL ARTICLE published 2000 in Applicationes Mathematicae

Authors: Ryszard Rudnicki

Steady-state distributions of piecewise Markov processes

JOURNAL ARTICLE published 1976 in Applicationes Mathematicae

Authors: Maria Jankiewicz | B. Kopociński