Discrete-time Markov control processes with recursive discount rates

JOURNAL ARTICLE published 7 July 2016 in Kybernetika

Authors: Yofre H. García | Juan González-Hernández

Solutions of semi-Markov control models with recursive discount rates and approximation by $epsilon-$optimal policies

JOURNAL ARTICLE published 26 September 2019 in Kybernetika

Authors: Yofre H. García | Juan González-Hernández

Partially observable Markov decision processes with partially observable random discount factors

JOURNAL ARTICLE published 9 February 2023 in Kybernetika

Authors: E. Everardo Martinez-Garcia | J. Adolfo Minjárez-Sosa | Oscar Vega-Amaya

Markov decision processes with time-varying discount factors and random horizon

JOURNAL ARTICLE published 30 March 2017 in Kybernetika

Authors: Rocio Ilhuicatzi-Roldán | Hugo Cruz-Suárez | Selene Chávez-Rodríguez

Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

JOURNAL ARTICLE published 13 March 2019 in Kybernetika

Authors: Beatris A. Escobedo-Trujillo | Carmen G. Higuera-Chan

Discrete time Markov processes

BOOK CHAPTER published 30 November 1976 in Translations of Mathematical Monographs

Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors

JOURNAL ARTICLE published 26 May 2021 in Kybernetika

Authors: Xiao Wu | Yanqiu Tang

Deterministic Markov Nash equilibria for potential discrete-time stochastic games

JOURNAL ARTICLE published 2 July 2022 in Kybernetika

Authors: Alejandra Fonseca-Morales

Markov Control Processes

BOOK CHAPTER published 1996 in Discrete-Time Markov Control Processes

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

Strong average optimality criterion for continuous-time Markov decision processes

JOURNAL ARTICLE published 2 January 2015 in Kybernetika

Authors: Qingda Wei | Xian Chen

Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors

JOURNAL ARTICLE published December 2016 in Discrete Event Dynamic Systems

Authors: Xiao Wu | Junyu Zhang

First passage risk probability optimality for continuous time Markov decision processes

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Haifeng Huo | Xian Wen

Note on stability estimation in average Markov control processes

JOURNAL ARTICLE published 24 October 2015 in Kybernetika

Authors: Jaime Martínez Sánchez | Elena Zaitseva

CONTROL OF MARKOV PROCESSES WITH DISCRETE TIME AND SEMI-MARKOV PROCESSES

BOOK CHAPTER published December 2005 in Mathematical Theory of Adaptive Control

Recursive Robust Control for Uncertain Discrete-Time Markovian Jump Linear Systems with Markov Time-Delays

PROCEEDINGS ARTICLE published 12 July 2022 in 2022 European Control Conference (ECC)

Research funded by Higher Education Improvement Coordination (88882.328949/2019-01)

Authors: Elizandra K. Odorico | Marco H. Terra

Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate

JOURNAL ARTICLE published 26 May 2021 in Kybernetika

Authors: Haifeng Huo | Xian Wen

Error bounds for rolling horizon policies in discrete-time Markov control processes

JOURNAL ARTICLE published 1990 in IEEE Transactions on Automatic Control

Authors: O. Hernandez-Lerma | J.B. Lasserre

An application to the finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors

PROCEEDINGS ARTICLE published June 2014 in Proceeding of the 11th World Congress on Intelligent Control and Automation

Authors: Xiao Wu | Junyu Zhang

Discrete-Time Markov Control Processes

BOOK published 1996

Authors: Onésimo Hernández-Lerma | Jean Bernard Lasserre

An extended version of average Markov decision processes on discrete spaces under fuzzy environment

JOURNAL ARTICLE published 20 March 2023 in Kybernetika

Authors: Hugo Cruz-Suárez | Raúl Montes-de-Oca | R. Israel Ortega-Gutiérrez