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Growth Optimality for Branching Markov Decision Chains

JOURNAL ARTICLE published November 1982 in Mathematics of Operations Research

Authors: Uriel G. Rothblum | Peter Whittle

Normalized Markov Decision Chains I; Sensitive Discount Optimality

JOURNAL ARTICLE published August 1975 in Operations Research

Authors: Uriel G. Rothblum

Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains

JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Overtaking Optimality for Markov Decision Chains

JOURNAL ARTICLE published May 1979 in Mathematics of Operations Research

Authors: Eric V. Denardo | Uriel G. Rothblum

Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena

Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies

JOURNAL ARTICLE published February 1977 in SIAM Journal on Control and Optimization

Authors: Uriel G. Rothblum

Sample-path optimality and variance-maximization for Markov decision processes

JOURNAL ARTICLE published June 2007 in Mathematical Methods of Operations Research

Authors: Q. X. Zhu

Average optimality inequality for continuous-time Markov decision processes in Polish spaces

JOURNAL ARTICLE published 24 September 2007 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu

Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains

JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

New sufficient conditions for average optimality in continuous-time Markov decision processes

JOURNAL ARTICLE published August 2010 in Mathematical Methods of Operations Research

Authors: Liuer Ye | Xianping Guo

The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains

JOURNAL ARTICLE published March 2005 in Mathematical Methods of Operations Research

Authors: Tom�s Prieto-Rumeau | On�simo Hern�ndez-Lerma

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

Multiplicative Markov Decision Chains

JOURNAL ARTICLE published February 1984 in Mathematics of Operations Research

Authors: Uriel G. Rothblum

Second order optimality in Markov decision chains

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Karel Sladký

Constrained Markov decision processes in Borel spaces: from discounted to average optimality

JOURNAL ARTICLE published December 2016 in Mathematical Methods of Operations Research

Research funded by Consejo Nacional de Ciencia y Tecnología (238045)

Authors: Armando F. Mendoza-Pérez | Héctor Jasso-Fuentes | Omar A. De-la-Cruz Courtois

Contractive approximations in average Markov decision chains driven by a risk-seeking controller

JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research

Authors: Gustavo Portillo-Ramírez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez

Optimality conditions for partially observed jump Markov processes

PROCEEDINGS ARTICLE published December 1982 in 1982 21st IEEE Conference on Decision and Control

Authors: Raymond Rishel

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

Denumerable semi-Markov decision chains with small interest rates

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Rommert Dekker | Arie Hordijk

Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity

JOURNAL ARTICLE published June 2015 in Mathematical Methods of Operations Research

Authors: Selene Chávez-Rodríguez | Rolando Cavazos-Cadena | Hugo Cruz-Suárez