The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published November 2003 in Mathematics of Operations Research

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

Nonuniqueness versus Uniqueness of Optimal Policies in Convex Discounted Markov Decision Processes

JOURNAL ARTICLE published 2013 in Journal of Applied Mathematics

Authors: Raúl Montes-de-Oca | Enrique Lemus-Rodríguez | Francisco Sergio Salem-Silva

A note on deterministic approximation of discounted Markov decision processes

JOURNAL ARTICLE published August 2009 in Applied Mathematics Letters

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

Nonhomogeneous Markov Decision Processes with Borel State Space—The Average Criterion with Nonuniformly Bounded Rewards

JOURNAL ARTICLE published November 2000 in Mathematics of Operations Research

Authors: Xianping Guo | Jianyong Liu | Ke Liu

The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces

JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization

Authors: Rolando Cavazos-Cadena | Francisco Salem-Silva

Geometric Convergence Rates for Stochastically Ordered Markov Chains

JOURNAL ARTICLE published February 1996 in Mathematics of Operations Research

Authors: Robert B. Lund | Richard L. Tweedie

Discretetimemarkovdecisionprocesses: Average Criterion

BOOK CHAPTER published in Advances in Mechanics and Mathematics

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

Semi-Markov Decision Processes

BOOK CHAPTER published in Advances in Mechanics and Mathematics

Continuous Time Markov Decision Processes

BOOK CHAPTER published in Advances in Mechanics and Mathematics

Markov and Semi-Markov Chains, Processes, Systems, and Emerging Related Fields

JOURNAL ARTICLE published 4 October 2021 in Mathematics

Authors: P.-C.G. Vassiliou | Andreas C. Georgiou

Doeblin's Theory for Markov Chains

BOOK CHAPTER published in Graduate Texts in Mathematics

Asymptotic expansions and inequalities in stability theorems for general Markov chains with relatively bounded perturbations

JOURNAL ARTICLE published February 1988 in Journal of Soviet Mathematics

Authors: N. V. Kartashov

Controlled Markov Chains

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

JOURNAL ARTICLE published November 2016 in Mathematics of Operations Research

Authors: Xianping Guo | Yi Zhang

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Achieving Target State-Action Frequencies in Multichain Average-Reward Markov Decision Processes

JOURNAL ARTICLE published August 2002 in Mathematics of Operations Research

Authors: Dmitry Krass | O. J. Vrieze

Approximation of bivariate Markov chains by one-dimensional diffusion processes

JOURNAL ARTICLE published 1978 in Applications of Mathematics

Authors: Daniela Kuklíková

Continuous time Markov chains

BOOK CHAPTER published 9 March 2010 in Graduate Studies in Mathematics

Authors: Thomas Liggett

Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state

JOURNAL ARTICLE published September 1992 in Applied Mathematics & Optimization

Authors: Rolando Cavazos-Cadena