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Estimates for perturbations of general discounted Markov control chains JOURNAL ARTICLE published 2003 in Applicationes Mathematicae |
Estimates for perturbations of discounted Markov chains on general spaces JOURNAL ARTICLE published 2003 in Applicationes Mathematicae |
Estimation and control in finite Markov decision processes with the average reward criterion JOURNAL ARTICLE published 2004 in Applicationes Mathematicae |
Sample path average optimality of Markov control processes with strictly unbounded cost JOURNAL ARTICLE published 1999 in Applicationes Mathematicae |
Average cost Markov control processes with weighted norms: value iteration JOURNAL ARTICLE published 1995 in Applicationes Mathematicae |
Nonparametric adaptive control for discrete-time Markov processes with unbounded costs under average criterion JOURNAL ARTICLE published 1999 in Applicationes Mathematicae |
Average cost Markov control processes with weighted norms: existence of canonical policies JOURNAL ARTICLE published 1995 in Applicationes Mathematicae |
Sequential estimation in finite-state Markov processes JOURNAL ARTICLE published 1982 in Applicationes Mathematicae |
Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality JOURNAL ARTICLE published 1998 in Applicationes Mathematicae |
Bayesian estimation of the mean holding time in average semi-Markov control processes JOURNAL ARTICLE published 2015 in Applicationes Mathematicae |
Steady-state distributions of piecewise Markov processes JOURNAL ARTICLE published 1976 in Applicationes Mathematicae |
Piecewise Markov processes on a general state space JOURNAL ARTICLE published 1977 in Applicationes Mathematicae |
A note on a new class of recursive utilities in Markov decision processes JOURNAL ARTICLE published 2017 in Applicationes Mathematicae |
Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times JOURNAL ARTICLE published 2000 in Applicationes Mathematicae |
Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards JOURNAL ARTICLE published 2000 in Applicationes Mathematicae |
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 |