Finite-Action Approximation of Markov Decision Processes

BOOK CHAPTER published 2018 in Systems & Control: Foundations & Applications

Authors: Naci Saldi | Tamás Linder | Serdar Yüksel

Constrained Continuous-Time Markov Control Processes with Discounted Criteria

JOURNAL ARTICLE published 4 January 2003 in Stochastic Analysis and Applications

Authors: Xianping Guo | Onésimo Hernández-Lerma

Ergodic Control of a Singularly Perturbed Markov Process in Discrete Time with General State and Compact Action Spaces

JOURNAL ARTICLE published 1 November 1998 in Applied Mathematics and Optimization

Authors: T. R. Bielecki

Controlled Markov chains with discounted risk-sensitive criteria: Applications to machine replacement

PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control

Authors: G. Avila-Godoy | A. Brau | E. Fernandez-Gaucherand

Discrete-time risk-sensitive filters with non-Gaussian initial conditions and their ergodic properties

PROCEEDINGS ARTICLE published 1999 in Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251)

Discrete-time Markov chains

BOOK CHAPTER published 2 August 2004 in Statistical Analysis of Stochastic Processes in Time

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

The strong deviation theorem for discrete-time and continuous-state nonhomogeneous Markov chains

JOURNAL ARTICLE published December 2013 in Journal of Inequalities and Applications

Authors: Bei Wang | Zhiyan Shi

ON THE TRANSIENT CASE FOR MARKOV DECISION CHAINS WITH GENERAL STATE SPACES11This research was supported under National Science Foundation Grant GK-37408.

BOOK CHAPTER published 1978 in Dynamic Programming and its Applications

Authors: Stanley R. Pliska

Stability Estimates for Finite Homogeneous Continuous-time Markov Chains

JOURNAL ARTICLE published January 2006 in Theory of Probability & Its Applications

Authors: A. Yu. Mitrophanov

Finite approximation for finite-horizon continuous-time Markov decision processes

JOURNAL ARTICLE published March 2017 in 4OR

Research funded by National Natural Science Foundation of China (11526092)

Authors: Qingda Wei

Continuous-Time Markov Models

BOOK CHAPTER published 1999 in Markov Chains

Authors: Pierre Brémaud

Markov Chains

BOOK CHAPTER published 25 May 2022 in Discrete Stochastic Models and Applications for Reliability Engineering and Statistical Quality Control

Authors: Serkan Eryilmaz

Preface

BOOK CHAPTER published 30 May 2002 in Finite Markov Chains and Algorithmic Applications

Recursive self-tuning control of finite Markov chains

JOURNAL ARTICLE published 1997 in Applicationes Mathematicae

Authors: Vivek Borkar

Sandwiching

BOOK CHAPTER published 30 May 2002 in Finite Markov Chains and Algorithmic Applications

Connection between Markov chains on finite simple groups and fundamental groups

JOURNAL ARTICLE published 1 July 2006 in Discrete Mathematics and Applications

Authors: I. A. Kruglov

Pole-placement problem for discrete-time linear periodic systems

JOURNAL ARTICLE published July 1989 in International Journal of Control

Authors: VICENTE HERNÁNDEZ | ANA M. URBANO

References

BOOK CHAPTER published 30 May 2002 in Finite Markov Chains and Algorithmic Applications

Connection between Markov chains on finite simple groups and fundamental groups

JOURNAL ARTICLE published 1 January 2006 in Discrete Mathematics and Applications

Authors: I. A. Kruglov