Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

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

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion

JOURNAL ARTICLE published November 2014 in Journal of Optimization Theory and Applications

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

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

Markov Decision Processes on Borel Spaces with Total Cost and Random Horizon

JOURNAL ARTICLE published July 2014 in Journal of Optimization Theory and Applications

Authors: Hugo Cruz-Suárez | Rocio Ilhuicatzi-Roldán | Raúl Montes-de-Oca

Constrained markov decision processes with compact state and action spaces: the average case

JOURNAL ARTICLE published January 2000 in Optimization

Authors: Masami Kurano | Jun-Ichi Nakagami | Youqiang Huang

Optimality equations and sensitive optimality in bounded Markov decision processes¹

JOURNAL ARTICLE published January 1985 in Optimization

Authors: Elke Mann

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

JOURNAL ARTICLE published 3 April 2019 in Optimization

Research funded by National Natural Science Foundation of China (11601166,11701483) | Fundamental Research Funds for the Central Universities of Xiamen University (20720170008)

Authors: Qingda Wei | Xian Chen

Arbitrary state semi-Markov decision processes

JOURNAL ARTICLE published January 1987 in Optimization

Authors: K. Wakuta

Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards

JOURNAL ARTICLE published January 1998 in Optimization

Authors: Qiying. Hu ∗ | jinling. Wang

Semi-Markov decision processes with a reachable state-subset

JOURNAL ARTICLE published January 1989 in Optimization

Authors: M. Kurano

Chapter Thirteen. Robust Markov Decision Processes

BOOK CHAPTER published 31 December 2009 in Robust Optimization

Linear programming in tector criterion markov and semi-Markov decision processes

JOURNAL ARTICLE published January 1989 in Optimization

Authors: J. Novák

Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces

JOURNAL ARTICLE published 3 July 2015 in Optimization

Authors: Qingda Wei | Xianping Guo

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

Markov Chance-Decision Processes

BOOK CHAPTER published 2006 in Online Stochastic Combinatorial Optimization

Discrete type shock semi-markov decision processes with borel state space

JOURNAL ARTICLE published January 1994 in Optimization

Authors: Qiying. Hu

VMDP-program for solving optimality problems in vector criterion Markov and semi-Markov decision processes

JOURNAL ARTICLE published January 1991 in Optimization

Authors: J. Novák

Deviation Matrix, Laurent Series and Blackwell Optimality in Countable State Markov Decision Processes

JOURNAL ARTICLE published January 2002 in Optimization

Authors: Yoshinobu Kadota

Limiting Average Criteria For Nonstationary Markov Decision Processes

JOURNAL ARTICLE published January 2001 in SIAM Journal on Optimization

Authors: Xianping Guo | Peng Shi

A dynamic programming approach for finite Markov processes and algorithms for the calculation of the limit matrix in Markov chains

JOURNAL ARTICLE published October 2011 in Optimization

Authors: Stefan Pickl | Dmitrii Lozovanu