Average Optimality of Markov Decision Processes with Unbounded Costs

BOOK CHAPTER published 1992 in Operations Research ’91

Authors: Onésimo Hernández-Lerma

Optimal control of average reward constrained continuous-time finite Markov decision processes

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

Authors: E.A. Feinberg

Risk-sensitive Markov stopping games with an absorbing state

JOURNAL ARTICLE published 7 April 2022 in Kybernetika

Authors: Jaicer López-Rivero | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

The minimal harmonic functions of sojourn processes of certain finite state Markov chains

JOURNAL ARTICLE published 1979 in Proceedings of the American Mathematical Society

Authors: E. Bolthausen

The Minimal Harmonic Functions of Sojourn Processes of Certain Finite State Markov Chains

JOURNAL ARTICLE published October 1979 in Proceedings of the American Mathematical Society

Authors: E. Bolthausen

Controlled Markov chains with risk-sensitive exponential average cost criterion

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

Authors: A. Brau | E. Fernandez-Gaucherand

Predictions Using n ‐State Markov Chains

OTHER published 22 June 2017 in Markov Chains

Adaptive Relaxation for the Steady-State Analysis of Markov Chains

BOOK CHAPTER published 1995 in Computations with Markov Chains

Authors: Graham Horton

Belief State Markov Decision Processes

BOOK CHAPTER published 2011 in Encyclopedia of Machine Learning

Markov Chains with Countably Infinite State Spaces

BOOK CHAPTER published 1996 in Discrete Stochastic Processes

Authors: Robert G. Gallager

Nonstationary denumerable state Markov decision processes – with average variance criterion

JOURNAL ARTICLE published March 1999 in Mathematical Methods of Operations Research

Authors: Xianping Guo

Robust Estimation for Markov Chains with Applications to Piecewise‐deterministic Markov Processes

OTHER published 15 August 2018 in Statistical Inference for Piecewise‐deterministic Markov Processes

Authors: Patrice Bertail | Gabriela Ciołek | Charles Tillier

Partially Observable Markov Decision Processes

REFERENCE ENTRY published in SpringerReference

Markov Chains

BOOK CHAPTER published in Universitext

Boundary Theory for Superdiffusions

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: S. E. Kuznetsov

Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs

JOURNAL ARTICLE published August 1989 in Operations Research

Authors: Linn I. Sennott

Markov chains

BOOK CHAPTER published 24 February 2011 in Stochastic Population Processes

Authors: Eric Renshaw

Branching Exit Markov System and their Applications to Partial Differential Equations

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: E. B. Dynkin

Average optimal stationary policies and linear programming in countable space Markov decision processes

PROCEEDINGS ARTICLE published in [1992] Proceedings of the 31st IEEE Conference on Decision and Control

Authors: J.B. Lasserre