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Risk-Sensitive Average Optimality in Markov Decision Chains

BOOK CHAPTER published in Operations Research Proceedings

Authors: Karel Sladký | Raúl Montes-de-Oca

https://doi.org/10.1007/978-3-540-77903-2_11 Actions

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

https://doi.org/10.1287/moor.28.4.752.20515 Actions

Recurrence conditions for Markov decision processes with Borel state space: A survey

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Onésimo Hernández-Lerma | RaÚl Montes-De-Oca | Rolando Cavazos-Cadena

https://doi.org/10.1007/bf02055573 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

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems

PROCEEDINGS ARTICLE published 2021 in Proceedings of the 10th International Conference on Operations Research and Enterprise Systems

Authors: Karla Carrero-Vera | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.5220/0010231400490059 Actions

Discounted Markov Decision Processes with Fuzzy Rewards Induced by Non-fuzzy Systems

PROCEEDINGS ARTICLE published 2021 in Proceedings of the 10th International Conference on Operations Research and Enterprise Systems

Authors: Karla Carrero-Vera | Hugo Cruz-Suárez | Raúl Montes-de-Oca

https://doi.org/10.5220/0010231400002859 Actions

Singular Perturbations of Markov Chains and Decision Processes

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Konstantin E. Avrachenkov | Jerzy Filar | Moshe Haviv

https://doi.org/10.1007/978-1-4615-0805-2_4 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

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

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

https://doi.org/10.1287/moor.25.4.667.12119 Actions

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

https://doi.org/10.1287/moor.21.1.182 Actions

Finite state approximation algorithms for average cost denumerable state Markov decision processes

JOURNAL ARTICLE published March 1985 in Operations-Research-Spektrum

Authors: L. C. Thomas | D. Stengos

https://doi.org/10.1007/bf01719758 Actions

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

https://doi.org/10.1287/opre.37.4.626 Actions

Average Optimality of Markov Decision Processes with Unbounded Costs

BOOK CHAPTER published 1992 in Operations Research ’91

Authors: Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-48417-9_72 Actions

On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: I. M. Sonin

https://doi.org/10.1007/bf02283608 Actions

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

https://doi.org/10.1287/moor.17.2.271 Actions

The convergence of value iteration in average cost Markov decision chains

JOURNAL ARTICLE published July 1996 in Operations Research Letters

Authors: Linn I. Sennott

https://doi.org/10.1016/0167-6377(96)00018-1 Actions

Nonstationary denumerable state Markov decision processes – with average variance criterion

JOURNAL ARTICLE published March 1999 in Mathematical Methods of Operations Research

Authors: Xianping Guo

https://doi.org/10.1007/pl00020908 Actions

Markov Decision Processes Applied to the Payment of Dividends of a Reserve Process

BOOK CHAPTER published 2018 in Operations Research and Enterprise Systems

Authors: Raúl Montes-de-Oca | Patricia Saavedra | Gabriel Zacarías-Espinoza | Daniel Cruz-Suárez

https://doi.org/10.1007/978-3-319-94767-9_5 Actions

Value iteration in countable state average cost Markov decision processes with unbounded costs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Linn I. Sennott

https://doi.org/10.1007/bf02055585 Actions
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