A Utility Criterion for Markov Decision Processes

JOURNAL ARTICLE published September 1976 in Management Science

Authors: Stratton C. Jaquette

Behavioral Problems With Management by Objectives

JOURNAL ARTICLE published September 1973 in Academy of Management Journal

Authors: Bruce D. Jamieson

Semi-Markov Decision Processes with Unbounded Rewards

JOURNAL ARTICLE published March 1973 in Management Science

Authors: Steven A. Lippman

Behavioral Problems With Management by Objectives.

JOURNAL ARTICLE published 1 September 1973 in Academy of Management Journal

Authors: B. D. Jamieson

Value operators of optimal stopping problems for discrete time multiparameter Markov processes

JOURNAL ARTICLE published July 2006 in Journal of Statistics and Management Systems

Authors: Teruo Tanaka

Discrete Stochastic Processes, Numerical Methods for Markov Chains and Polynomial Time Algorithms

BOOK CHAPTER published 2015 in Optimization of Stochastic Discrete Systems and Control on Complex Networks

Authors: Dmitrii Lozovanu | Stefan Pickl

Discrete-Time Markov Chain (DTMC)

BOOK CHAPTER published 2013 in Encyclopedia of Operations Research and Management Science

Blackwell Optimality

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

Authors: Arie Hordijk | Alexander A. Yushkevich

Bias Optimality

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

Authors: Mark E. Lewis | Martin L. Puterman

Discrete Markov Processes and Numerical Algorithms for Markov Chains

BOOK CHAPTER published 2024 in International Series in Operations Research & Management Science

Authors: Dmitrii Lozovanu | Stefan Wolfgang Pickl

Markov Decision Processes and the Total Reward Criterion

BOOK CHAPTER published in Lecture Notes in Economics and Mathematical Systems

Parameters of Discrete Time Models of Detection of Change

JOURNAL ARTICLE published May 1973 in Management Science

Authors: Amnon Rapoport | Graham J. Burkheimer

Preferred Rules in Continuous Time Markov Decision Processes

JOURNAL ARTICLE published November 1974 in Management Science

Authors: Mark R. Lembersky

Risk‐sensitive Markov decision processes with long‐run CVaR criterion

JOURNAL ARTICLE published December 2023 in Production and Operations Management

Research funded by National Key Research and Development Program of China (2022YFA1004600) | Guangdong Basic and Applied Basic Research Foundation (2023A1515012492,2021A1515011984) | Guangdong Province Key Laboratory of Computational Science (2020B1212060032) | Fundamental Research Funds for the Central Universities (22wklj01) | National Natural Science Foundation of China (62073346,72371253,11931018,U1811462)

Authors: Li Xia | Luyao Zhang | Peter W. Glynn

Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model

PROCEEDINGS ARTICLE published November 2018 in Innovations in Insurance, Risk- and Asset Management

Authors: Massimo Caccia | Bruno Rémillard

Discrete-Time Markov Chain (DTMC)

BOOK CHAPTER published 2001 in Encyclopedia of Operations Research and Management Science

Authors: Saul I. Gass | Carl M. Harris

Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon

BOOK CHAPTER published 2015 in Optimization of Stochastic Discrete Systems and Control on Complex Networks

Authors: Dmitrii Lozovanu | Stefan Pickl

Necessary Conditions for Optimality for Paths Lying on a Corner

JOURNAL ARTICLE published July 1973 in Management Science

Authors: Jason L. Speyer

Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes

JOURNAL ARTICLE published October 1998 in Management Science

Authors: Marvin K. Nakayama | Perwez Shahabuddin

Chapter 9 Controlled continuous time markov processes

BOOK CHAPTER published 1990 in Handbooks in Operations Research and Management Science

Authors: Raymond Rishel