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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors

JOURNAL ARTICLE published June 2015 in Journal of Applied Probability

Authors: Xiao Wu | Xianping Guo

https://doi.org/10.1017/s0021900200012560 Actions

A note on optimality conditions for continuous-time Markov decision processes with average cost criterion

JOURNAL ARTICLE published 2001 in IEEE Transactions on Automatic Control

https://doi.org/10.1109/9.975505 Actions

Discount Optimality for Unbounded Rewards

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_6 Actions

Discount Optimality for Nonnegative Costs

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_4 Actions

Genealogical constructions and asymptotics for continuous-time Markov and continuous-state branching processes

JOURNAL ARTICLE published December 2018 in Advances in Applied Probability

Authors: Thomas G. Kurtz

https://doi.org/10.1017/apr.2018.80 Actions

Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion

JOURNAL ARTICLE published June 2002 in Journal of Applied Probability

Authors: Xianping Guo | Weiping Zhu

https://doi.org/10.1017/s0021900200022476 Actions

Constrained Optimality for Average Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_12 Actions

Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes

JOURNAL ARTICLE published June 2007 in IEEE Transactions on Automatic Control

Authors: Xianping Guo

https://doi.org/10.1109/tac.2007.899040 Actions

Average Optimality for Pathwise Rewards

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_8 Actions

Average Optimality for Nonnegative Costs

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_5 Actions

Smoothness of first passage time distributions and a new integral equation for the first passage time density of continuous Markov processes

JOURNAL ARTICLE published December 2002 in Advances in Applied Probability

Authors: Axel Lehmann

https://doi.org/10.1017/s0001867800011952 Actions

Verifiable conditions for average optimality of continuous-time Markov decision processes

JOURNAL ARTICLE published November 2016 in Operations Research Letters

Research funded by NSFC (11471341)

Authors: Xiaolong Zou | Yonghui Huang

https://doi.org/10.1016/j.orl.2016.09.007 Actions

New Average Optimality Conditions for Semi-Markov Decision Processes in Borel Spaces

JOURNAL ARTICLE published June 2012 in Journal of Optimization Theory and Applications

Authors: Qingda Wei | Xianping Guo

https://doi.org/10.1007/s10957-012-9986-8 Actions

Average cost semi-markov decision processes

JOURNAL ARTICLE published December 1970 in Journal of Applied Probability

Authors: Sheldon M. Ross

https://doi.org/10.1017/s0021900200110617 Actions

Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published March 2018 in Advances in Applied Probability

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1017/apr.2018.10 Actions

The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: A. Federgruen | H. C. Tijms

https://doi.org/10.1017/s0001867800030263 Actions

Average Optimality for Unbounded Rewards

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_7 Actions

Average Optimality for Finite Models

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

https://doi.org/10.1007/978-3-642-02547-1_3 Actions

Optimal control of average reward constrained continuous-time finite Markov decision processes

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

Authors: E.A. Feinberg

https://doi.org/10.1109/cdc.2002.1184957 Actions

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

https://doi.org/10.1239/jap/1421763321 Actions
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