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Conditions for the uniqueness of optimal policies of discounted Markov decision processes

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Daniel Cruz-Su�rez | Ra�l Montes-de-Oca | Francisco Salem-Silva

https://doi.org/10.1007/s001860400372 Actions

An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0155-z Actions

Average cost Markov control processes: stability with respect to the Kantorovich metric

JOURNAL ARTICLE published August 2009 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-008-0229-6 Actions

Discounted cost optimality problem: stability with respect to weak metrics

JOURNAL ARTICLE published August 2008 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Enrique Lemus-Rodríguez | Raúl Montes-de-Oca

https://doi.org/10.1007/s00186-007-0171-z Actions

Approximation of average cost optimal policies for general Markov decision processes with unbounded costs

JOURNAL ARTICLE published June 1997 in Mathematical Methods of Operations Research

Authors: Evgueni Gordienko | Ra�l Montes-De-Oca | Adolfo Minj�rez-Sosa

https://doi.org/10.1007/bf01193864 Actions

A note on ‘monotone optimal policies for markov decision processes’

JOURNAL ARTICLE published December 1978 in Mathematical Programming

Authors: Dieter Kalin

https://doi.org/10.1007/bf01609021 Actions

Conditional Markov equilibria in discounted dynamic games

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Mitri Kitti

https://doi.org/10.1007/s00186-013-0433-x Actions

NEARLY OPTIMAL POLICIES AND STOPPING TIMES IN MARKOV DECISION PROCESSES WITH GENERAL REWARDS

JOURNAL ARTICLE published March 1980 in Bulletin of Mathematical Statistics

Authors: Nagata Furukawa

https://doi.org/10.5109/13142 Actions

Optimal decision under ambiguity for diffusion processes

JOURNAL ARTICLE published April 2013 in Mathematical Methods of Operations Research

Authors: Sören Christensen

https://doi.org/10.1007/s00186-012-0425-2 Actions

Constrained Markov decision processes in Borel spaces: from discounted to average optimality

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (238045)

Authors: Armando F. Mendoza-Pérez | Héctor Jasso-Fuentes | Omar A. De-la-Cruz Courtois

https://doi.org/10.1007/s00186-016-0551-3 Actions

Accelerated modified policy iteration algorithms for Markov decision processes

JOURNAL ARTICLE published August 2013 in Mathematical Methods of Operations Research

Authors: Oleksandr Shlakhter | Chi-Guhn Lee

https://doi.org/10.1007/s00186-013-0432-y Actions

Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

JOURNAL ARTICLE published April 2022 in Mathematical Methods of Operations Research

Authors: Subrata Golui | Chandan Pal

https://doi.org/10.1007/s00186-022-00779-9 Actions

Nearly optimal stationary policies in negative dynamic programmin g

JOURNAL ARTICLE published 2 July 1999 in Mathematical Methods of Operations Research (ZOR)

Authors: Ra�l Montes-De-Oca | Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860050060 Actions

Monotone optimal policies for Markov decision processes

BOOK CHAPTER published 1976 in Mathematical Programming Studies

Authors: Richard F. Serfozo

https://doi.org/10.1007/bfb0120752 Actions

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces

JOURNAL ARTICLE published 21 September 2000 in Mathematical Methods of Operations Research (ZOR)

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

https://doi.org/10.1007/s001860000068 Actions

Mixed Markov Decision Processes in a Semi-Markov Environment with Discounted Criterion

JOURNAL ARTICLE published March 1998 in Journal of Mathematical Analysis and Applications

Authors: Qiying Hu | Jinling Wang

https://doi.org/10.1006/jmaa.1997.5792 Actions

Irreducibility and uniqueness of symmetric measure for Markov processes

JOURNAL ARTICLE published 1 March 2023 in Tohoku Mathematical Journal

Authors: Ping He | Jiangang Ying

https://doi.org/10.2748/tmj.20211102 Actions

Nonstationary Continuous Time Markov Decision Processes in a Semi-Markov Environment with Discounted Criterion

JOURNAL ARTICLE published September 1995 in Journal of Mathematical Analysis and Applications

Authors: Q.Y. Hu

https://doi.org/10.1006/jmaa.1995.1322 Actions

Convex duality in optimal investment under illiquidity

JOURNAL ARTICLE published December 2014 in Mathematical Programming

Authors: Teemu Pennanen

https://doi.org/10.1007/s10107-013-0721-5 Actions

Continuously Discounted Markov Decision Model with Countable State and Action Space

JOURNAL ARTICLE published June 1971 in The Annals of Mathematical Statistics

Authors: Prasadarao Kakumanu

https://doi.org/10.1214/aoms/1177693321 Actions
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