Simulation of transient performance measures for stiff markov chains

JOURNAL ARTICLE published October 2000 in RAIRO - Operations Research

Authors: Abdelaziz Nasroallah

Basic Optimality Criteria

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Denumerable Markov Decision Chains: Sensitive Optimality Criteria

BOOK CHAPTER published 1983 in Operations Research Proceedings

Authors: Arie Hordijk | Rommert Dekker

Sensitive Discount Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

A Markov Decision Process (MDP)

BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers

An envelope theorem and some applications to discounted Markov decision processes

JOURNAL ARTICLE published April 2008 in Mathematical Methods of Operations Research

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca

Average Optimality for Adaptive Markov Control Processes with Unbounded Costs and Unknown Disturbance Distribution

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: J. Adolfo Minjárez-Sosa

A counterexample on the optimality equation in Markov decision chains with the average cost criterion

JOURNAL ARTICLE published May 1991 in Systems & Control Letters

Authors: Rolando Cavazos-Cadena

Nonstationary Markov decision processes and related topics in nonstationary Markov chains

DISSERTATION published

Authors: Bruce Lee Bowerman

Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition

BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Special Topics: State Reduction and Hidden Markov Chains

BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers

Recurrence Conditions for Average and Blackwell Optimality in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published May 1992 in Mathematics of Operations Research

Authors: Rommert Dekker | Arie Hordijk

Nonstationary Markov decision processes and related topics in nonstationary Markov chains

DISSERTATION published

Authors: Bruce Lee Bowerman

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu | Xianping Guo | Yonglong Dai

Computing multiobjective Markov chains handled by the extraproximal method

JOURNAL ARTICLE published December 2018 in Annals of Operations Research

Authors: Julio B. Clempner

A generalized Markov decision process

JOURNAL ARTICLE published 1980 in RAIRO - Operations Research

Authors: Gary J. Koehler

Competing Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: K. D. Glazebrook

A remark on control of partially observed Markov chains

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Vivek S. Borkar

Weak convergence of Markov chains with two-parameter time

JOURNAL ARTICLE published April 1982 in Lithuanian Mathematical Journal

Authors: R. Morkvėnas

Multiplex Markov chains: Convection cycles and optimality

JOURNAL ARTICLE published 29 July 2020 in Physical Review Research

Research funded by Simons Foundation (578333)

Authors: Dane Taylor