Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
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(only showing first 100 items - show all)- Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria
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- A pause control approach to the value iteration scheme in average Markov decision processes
- A note on the convergence rate of the value iteration scheme in controlled Markov chains
- Inventory models with Markovian demands and cost functions of polynomial growth
- On the relation between discounted and average optimal value functions
- Ergodic control of partially observed Markov chains
- Single sample path-based optimization of Markov chains
- Application of average dynamic programming to inventory systems
- Weak conditions for average optimality in Markov control processes
- A note on the Ross-Taylor theorem
- Computational aspects in applied stochastic control
- Risk sensitive control of Markov processes in countable state space
- Average cost optimality in inventory models with Markovian demands
- On computing average cost optimal policies with application to routing to parallel queues
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
- Optimal life histories for structured populations in fluctuating environments
- ``Super-overtaking optimal policies for Markov control processes
- Randomization and simplification in dynamic decision-making.
- Approximate receding horizon approach for Markov decision processes: average reward case
- The average cost of Markov chains subject to total variation distance uncertainty
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
- Cooperation dynamics in repeated games of adverse selection
- Planning for the long run: programming with patient, Pareto responsive preferences
- Blackwell optimality in Markov decision processes with partial observation.
- Policy iteration type algorithms for recurrent state Markov decision processes
- Value iteration in average cost Markov control processes on Borel spaces
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
- A discounted approach in communicating average Markov decision chains under risk-aversion
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
- Dispatching to parallel servers. Solutions of Poisson's equation for first-policy improvement
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
- Automated verification and synthesis of stochastic hybrid systems: a survey
- Reversible Markov decision processes and the Gaussian free field
- Discounted approximations in risk-sensitive average Markov cost chains with finite state space
- Convergence of value functions for finite horizon Markov decision processes with constraints
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- Exit time risk-sensitive control for systems of cooperative agents
- Stochastic approximations of constrained discounted Markov decision processes
- Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
- Redundant data transmission in control/estimation over lossy networks
- Discounted approximations to the risk-sensitive average cost in finite Markov chains
- Infinite horizon optimality criteria for equipment replacement under technological change
- Sample-path optimality and variance-maximization for Markov decision processes
- On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion
- Another set of conditions for Markov decision processes with average sample-path costs
- The convergence of value iteration in average cost Markov decision chains
- Attention allocation for decision making queues
- On some algorithms for limiting average Markov decision processes
- A survey of average cost problems in deterministic discrete-time control systems
- An axiomatic approach to Markov decision processes
- STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
- Phase transitions for controlled Markov chains on infinite graphs
- Strong uniform value in gambling houses and partially observable Markov decision processes
- An optimality system for finite average Markov decision chains under risk-aversion
- Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems
- Another set of verifiable conditions for average Markov decision processes with Borel spaces.
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
- Optimality gap of constant-order policies decays exponentially in the lead time for lost sales models
- Approximate dynamic programming for stochastic linear control problems on compact state spaces
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- On some ergodic impulse control problems with constraint
- Dynamic Limit Growth Indices in Discrete Time
- scientific article; zbMATH DE number 7232794 (Why is no real title available?)
- Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- A mixed value and policy iteration method for stochastic control with universally measurable policies
- Note on stability estimation in average Markov control processes.
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Growth Optimal Investment with Transaction Costs
- scientific article; zbMATH DE number 5697113 (Why is no real title available?)
- Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
- Optimal eviction policies for stochastic address traces
- scientific article; zbMATH DE number 4128758 (Why is no real title available?)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
- Constrained Semi-Markov decision processes with average rewards
- The LP approach in average reward MDPs with multiple cost constraints: The countable state case
- On optimal control theory in marine oil spill management: a Markovian decision approach
- Average control of Markov decision processes with Feller transition probabilities and general action spaces
- Constrained markov decision processes with compact state and action spaces: the average case
- Limiting average cost control problems in a class of discrete-time stochastic systems
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- The vanishing discount approach in a class of zero-sum finite games with risk-sensitive average criterion
- Maximizing the set of recurrent states of an MDP subject to convex constraints
- Denumerable controlled Markov chains with average reward criterion: Sample path optimality
- Average Reward Markov Decision Processes with Multiple Cost Constraints
- The value function in ergodic control of diffusion processes with partial observations
- Blackwell optimal policies in a Markov decision process with a Borel state space
- History-dependent evaluations in partially observable Markov decision process
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- Optimal ergodic harvesting under ambiguity
- Finite-memory strategies in POMDPs with long-run average objectives
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
- Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
- Quantitative model-checking of controlled discrete-time Markov processes
- Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
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