New discount and average optimality conditions for continuous-time Markov decision processes

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Xianping Guo | Liuer Ye

New discount and average optimality conditions for continuous-time Markov decision processes

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Xianping Guo | Liuer Ye

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

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

JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability

Authors: Xianping Guo | Ulrich Rieder

Continuous-Time Markov Decision Processes with State-Dependent Discount Factors

JOURNAL ARTICLE published October 2012 in Acta Applicandae Mathematicae

Authors: Liuer Ye | Xianping Guo

Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions

JOURNAL ARTICLE published December 2014 in Journal of Applied Probability

Authors: Yi Zhang

Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published June 2021 in Journal of Applied Probability

Authors: Xin Guo | Yonghui Huang

Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

JOURNAL ARTICLE published June 2013 in Advances in Applied Probability

Authors: Xianping Guo | Mantas Vykertas | Yi Zhang

Discounted continuous-time constrained Markov decision processes in Polish spaces

JOURNAL ARTICLE published 1 October 2011 in The Annals of Applied Probability

Authors: Xianping Guo | Xinyuan Song

Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates

JOURNAL ARTICLE published December 2015 in Advances in Applied Probability

Authors: Xianping Guo | Xiangxiang Huang | Yonghui Huang

Time-average optimal constrained semi-Markov decision processes

JOURNAL ARTICLE published June 1986 in Advances in Applied Probability

Authors: Frederick J. Beutler | Keith W. Ross

On gradual-impulse control of continuous-time Markov decision processes with exponential utility

JOURNAL ARTICLE published June 2021 in Advances in Applied Probability

Authors: Xin Guo | Aiko Kurushima | Alexey Piunovskiy | Yi Zhang

Impulsive Control for Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published March 2015 in Advances in Applied Probability

Authors: François Dufour | Alexei B. Piunovskiy

Computable approximations for average Markov decision processes in continuous time

JOURNAL ARTICLE published June 2018 in Journal of Applied Probability

Authors: Jonatha Anselmi | François Dufour | Tomás Prieto-Rumeau

The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: O. L. V. Costa | F. Dufour

Constrained Optimality for Discount Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Average optimality for Markov decision processes in borel spaces: a new condition and approach

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Xianping Guo | Quanxin Zhu

Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs

JOURNAL ARTICLE published September 2007 in Advances in Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Continuous-Time Markov Decision Processes

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Note on discounted continuous-time Markov decision processes with a lower bounding function

JOURNAL ARTICLE published December 2017 in Journal of Applied Probability

Authors: Xin Guo | Alexey Piunovskiy | Yi Zhang