Monotonicity in Markov Reward and Decision Chains: Theory and Applications

MONOGRAPH published 2006

Authors: Ger Koole

Average Optimality of Markov Decision Processes with Unbounded Costs

BOOK CHAPTER published 1992 in Operations Research ’91

Authors: Onésimo Hernández-Lerma

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

Self-Similar Branching Markov Chains

BOOK CHAPTER published 2009 in Lecture Notes in Mathematics

Authors: Nathalie Krell

Change of Measures for Markov Chains and the LlogL Theorem for Branching Processes

JOURNAL ARTICLE published April 2000 in Bernoulli

Authors: Krishna B. Athreya

A complementarity approach for solving Leontief substitution systems and (generalized) Markov decision processes

JOURNAL ARTICLE published 1979 in RAIRO - Operations Research

Authors: Gary J. Koehler

Some Extremal Markov Chains

JOURNAL ARTICLE published October 1982 in Bell System Technical Journal

Authors: J. E. Mazo

Inventory Models Involving Lead Time as a Decision Variable

JOURNAL ARTICLE published 1 May 1994 in Journal of the Operational Research Society

Authors: M Ben-Daya | Abdul Raouf

Closing the Gap Between Classical and Tensor Based Iteration Techniques

BOOK CHAPTER published 1995 in Computations with Markov Chains

Authors: Peter Kemper

Average and blackwell optimal policies in denumerable Markov decision chains

PROCEEDINGS ARTICLE published December 1986 in 1986 25th IEEE Conference on Decision and Control

Authors: Arie Hordijk

A MARKOV REPAIRABLE SYSTEM INVOLVING AN IMPERFECT SERVICE STATION WITH MULTIPLE VACATIONS

JOURNAL ARTICLE published December 2005 in Asia-Pacific Journal of Operational Research

Authors: JAU-CHUAN KE | CHUEN-HORNG LIN

Metastable Markov chains

PROCEEDINGS ARTICLE published December 2014 in 53rd IEEE Conference on Decision and Control

Authors: Cenk Oguz Saglam | Katie Byl

Optimality conditions in optimization problems with convex feasible set using convexificators

JOURNAL ARTICLE published August 2017 in Mathematical Methods of Operations Research

Research funded by Institute for Research in Fundamental Sciences (95260124)

Authors: Alireza Kabgani | Majid Soleimani-damaneh | Moslem Zamani

An improved algorithm for solving communicating average reward Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Moshe Haviv | Martin L. Puterman

Value iteration in countable state average cost Markov decision processes with unbounded costs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Linn I. Sennott

Index

BOOK CHAPTER published 8 November 2010 in Markov Chains and Decision Processes for Engineers and Managers

Modelling of hydrological persistence for hidden state Markov decision processes

JOURNAL ARTICLE published October 2012 in Annals of Operations Research

Authors: Aiden Fisher | David Green | Andrew Metcalfe

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

JOURNAL ARTICLE published October 2011 in Acta Mathematicae Applicatae Sinica, English Series

Authors: Quan-xin Zhu

Markov Integrated Semigroups and their Applications to Continuous-Time Markov Chains

JOURNAL ARTICLE published February 2008 in Integral Equations and Operator Theory

Authors: Yangrong Li | Jia Li

The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function

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

Authors: Hsien-Chung Wu