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

Analysis for some properties of discrete time Markov decision processes

JOURNAL ARTICLE published August 2003 in Optimization

Authors: Qiying Hu | Wuyi Yue

Continuous time shock markov decision processes with discounted criterion

JOURNAL ARTICLE published January 1992 in Optimization

Authors: Qiying. Hu

Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes

JOURNAL ARTICLE published 28 February 2023 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (12271454) | National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308)

Authors: Xian Chen | Qingda Wei

Nonstationary continuous time markov decision processes with the expected total rewards criterion

JOURNAL ARTICLE published January 1996 in Optimization

Authors: Qiying. Hu

Optimality equations and sensitive optimality in bounded Markov decision processes¹

JOURNAL ARTICLE published January 1985 in Optimization

Authors: Elke Mann

Monotonicity and comparability of time-homogeneous Markov processes with discrete state space

JOURNAL ARTICLE published 1976 in Optimization

Authors: B.M. Kirstein

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

JOURNAL ARTICLE published January 1989 in Optimization

Authors: J. Novák

A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Authors: François Dufour | Alexandre Genadot

Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey

JOURNAL ARTICLE published March 1993 in SIAM Journal on Control and Optimization

Authors: Aristotle Arapostathis | Vivek S. Borkar | Emmanuel Fernández-Gaucherand | Mrinal K. Ghosh | Steven I. Marcus

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

JOURNAL ARTICLE published January 2002 in Optimization

Authors: Yoshinobu Kadota

Markov Decision Processes with Distribution Function Criterion of First-Passage Time

JOURNAL ARTICLE published January 2001 in Applied Mathematics and Optimization

Authors: Liu Jianyong | Siming Huang

Discrete Approximations and Optimality Conditions for Controlled Free-Time Sweeping Processes

JOURNAL ARTICLE published April 2024 in Applied Mathematics & Optimization

Research funded by National Science Foundation (DMS-2204519)

Authors: Giovanni Colombo | Boris S. Mordukhovich | Dao Nguyen | Trang Nguyen

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

JOURNAL ARTICLE published January 1994 in Optimization

Authors: Qiying. Hu

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces

JOURNAL ARTICLE published June 2012 in Journal of Optimization Theory and Applications

Authors: Qingda Wei | Xianping Guo

A new necessary condition for optimality of systems with time delay

JOURNAL ARTICLE published March 1973 in Journal of Optimization Theory and Applications

Authors: M. A. Soliman

On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Xianping Guo | Xiangxiang Huang | Yi Zhang

Discrete-time zero-sum Markov games with first passage criteria

JOURNAL ARTICLE published 3 April 2017 in Optimization

Research funded by National Natural Science Foundation of China (11301193) | NSFC (11301193) | Guangdong Province outstanding young teacher training plan (YQ2015050) | Natural Science Foundation of Guangdong Province (2014A030313438) | Zhujiang New Star (201506010056)

Authors: Qiuli Liu | Xiangxiang Huang

Continuous-Time Markov Decision Processes Under the Risk-Sensitive First Passage Discounted Cost Criterion

JOURNAL ARTICLE published April 2023 in Journal of Optimization Theory and Applications

Research funded by National Natural Science Foundation of China (12171170) | Natural Science Foundation of Fujian Province (2021J01308,12271454)

Authors: Qingda Wei | Xian Chen

Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Xianping Guo | Yonghui Huang | Xinyuan Song