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

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

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

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

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

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

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

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

The stationary probability density of a class of bounded Markov processes

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Muhamad Azfar Ramli | Gerard Leng

Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria

JOURNAL ARTICLE published September 2018 in Advances in Applied Probability

Authors: Yonghui Huang | Zhaotong Lian | Xianping Guo

Stochastic velocity motions and processes with random time

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Alessandro De Gregorio

Sufficient statistics for Markov decision processes

JOURNAL ARTICLE published June 1978 in Advances in Applied Probability

Authors: J. A. Bather

Continuous affine processes: transformations, Markov chains and life insurance

JOURNAL ARTICLE published June 2016 in Advances in Applied Probability

Authors: Kristian Buchardt

Insensitive average residence times in generalized semi-Markov processes

JOURNAL ARTICLE published December 1981 in Advances in Applied Probability

Authors: A. D. Barbour | R. Schassberger

Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model

JOURNAL ARTICLE published June 1983 in Advances in Applied Probability

Authors: Arie Hordijk | Frank A. Van Der Duyn Schouten

The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains

JOURNAL ARTICLE published March 1997 in Advances in Applied Probability

Authors: Linn I. Sennott