Discounted Deterministic Markov Decision Processes and Discounted All-Pairs Shortest Paths

PROCEEDINGS ARTICLE published 4 January 2009 in Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms

Authors: Omid Madani | Mikkel Thorup | Uri Zwick

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

Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes

JOURNAL ARTICLE published January 1996 in Management Science

Authors: D. J. White

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published December 2019 in 4OR

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

Authors: Xin Guo | Qiuli Liu | Yi Zhang

Parameterized penalties in the dual representation of Markov decision processes

PROCEEDINGS ARTICLE published December 2012 in 2012 IEEE 51st IEEE Conference on Decision and Control (CDC)

Authors: Fan Ye | Enlu Zhou

Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times

JOURNAL ARTICLE published September 2013 in Annals of Operations Research

Authors: Jun Fei | Eugene A. Feinberg

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

Bi-level optimization approach for robust mean-variance problems

JOURNAL ARTICLE published September 2021 in RAIRO - Operations Research

Authors: Pulak Swain | Akshay Kumar Ojha

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

JOURNAL ARTICLE published February 2011 in Mathematics of Operations Research

Authors: Xianping Guo | Alexei Piunovskiy

Serial and parallel value iteration algorithms for discounted Markov decision processes

JOURNAL ARTICLE published June 1993 in European Journal of Operational Research

Authors: T.W. Archibald | K.I.M. McKinnon | L.C. Thomas

Semi-Markov control processes with unknown holding times distribution under a discounted criterion

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Fernando Luque-Vásquez | J. Adolfo Minjárez-Sosa

FRONT MATTER

OTHER published December 2012 in Examples in Markov Decision Processes

BACK MATTER

OTHER published December 2012 in Examples in Markov Decision Processes

Risk‐Sensitive Markov Decision Processes with Combined Metrics of Mean and Variance

JOURNAL ARTICLE published December 2020 in Production and Operations Management

Research funded by National Natural Science Foundation of China (61573206,11931018)

Authors: Li Xia

A variance minimization problem for a Markov decision process

JOURNAL ARTICLE published July 1987 in European Journal of Operational Research

Authors: Hajime Kawai

Finite horizon continuous-time Markov decision processes with mean and variance criteria

JOURNAL ARTICLE published December 2018 in Discrete Event Dynamic Systems

Research funded by NSFC (11471341)

Authors: Yonghui Huang

Multi-period mean–variance portfolio optimization with management fees

JOURNAL ARTICLE published June 2021 in Operational Research

Research funded by National Natural Science Foundation of China (71671106,71601107) | State Key Program in the Major Research Plan of National Natural Science Foundation of China (91546202)

Authors: Xiangyu Cui | Jianjun Gao | Yun Shi

Sensitivity of constrained Markov decision processes

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Eitan Altman | Adam Shwartz

Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: François Dufour | Tomás Prieto-Rumeau

Notes on variance in randomized reward Markov decision processes

JOURNAL ARTICLE published January 1997 in Journal of Information and Optimization Sciences

Authors: Yoshinobu Kadota