Discrete Dynamic Programming

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Pure equilibria in a simple dynamic model of strategic market game
Sensitivity analysis in discounted Markovian decision problems
Optimal search with positive switch cost is NP-hard
Bilinear programming and structured stochastic games
On efficiency of linear programming applied to discounted Markovian decision problems
Strong 1-optimal stationary policies in denumerable Markov decision processes
Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes
Communicating MDPs: Equivalence and LP properties
A generalized inverse method for asymptotic linear programming
The optimal frequency of information purchases
An orderfield property for stochastic games when one player controls transition probabilities
Ordered field property for stochastic games when the player who controls transitions changes from state to state
On optimality criteria for dynamic programs with long finite horizons
Invariant problems in dynamic programming - average reward criterion
Resolvent expansions of matrices and applications
Capital accumulation and the optimization of renewable resource models
Singulary perturbed Markov control problem: Limiting average cost
Denumerable semi-Markov decision chains with small interest rates
Nonlinear programming and stationary equilibria in stochastic games
Estimation and control in multichain processes
Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information
Optimal inspection policies for a manufacturing station
Some remarks on the new optimality criterion of Mine and Tabata
On the convergence of the average expected return in dynamic programming
Continuous versus measurable recourse in N-stage stochastic programming
Continuous time control of Markov processes on an arbitrary state space: average return criterion
An optimality principle for Markovian decision processes
Stochastic convex programming: Kuhn-Tucker conditions
Problemi di ottimizzazione nella teoria delle code
Foolproof convergence in multichain policy iteration
Optimization of stochastic maintenance policies
Bounded variation of \(\{V_ n\}\) and its limit
Markov-type fuzzy decision processes with a discounted reward on a closed interval
Optimization models for the first arrival target distribution function in discrete time
Exact formula for sensitivity analysis of Markov chains
Computational aspects in applied stochastic control
Cyclic Markov equilibria in stochastic games
Randomization and simplification in dynamic decision-making.
A decomposition algorithm for limiting average Markov decision problems.
Optimal threshold probability in undiscounted Markov decision processes with a target set.
Herbert Robbins and sequential analysis
Two-player stochastic games. II: The case of recursive games
Fuzzy decision processes with an average reward criterion.
Tauberian theorem for value functions
Acceptable strategy profiles in stochastic games
The value functions of Markov decision processes
Singularly perturbed linear programs and Markov decision processes
Sensitivity of finite Markov chains under perturbation
Stationary \(\varepsilon\)-optimal strategies in stochastic games
Optimal replenishment for a periodic review inventory system with two supply modes.
Sequential identification and adaptive control in stochastic systems
Are limits of -discounted optimal policies Blackwell optimal? A counterexample
Controlled semi-Markov models under long-run average rewards
Blackwell optimality in Markov decision processes with partial observation.
Controlled Markov set-chains under average criteria
Index-based policies for discounted multi-armed bandits on parallel machines.
Dynamic diagnostic and decision procedures under uncertainty
A canonical form for pencils of matrices with applications to asymptotic linear programs
Quantum games: a review of the history, current state, and interpretation
Semi-Markov decision processes with limiting ratio average rewards
Should I remember more than you? Best responses to factored strategies
Unbounded dynamic programming via the Q-transform
Stability-constrained Markov decision processes using MPC
Computing semi-stationary optimal policies for multichain semi-Markov decision processes
Reachability and safety objectives in Markov decision processes on long but finite horizons
Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales
On the existence of relative values for undiscounted multichain Markov decision processes
Admission control in a two-class loss system with periodically varying parameters and abandonments
Optimal inventory control with fixed ordering cost for selling by Internet auctions
An efficient basis update for asymptotic linear programming
Solvable states in stochastic games
A finite step algorithm via a bimatrix game to a single controller non- zero sum stochastic game
Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
An information-theoretic analysis of return maximization in reinforcement learning
Markovian sequential control processes. Denumerable state space
Sporadic overtaking optimality in Markov decision problems
An epistemic approach to stochastic games
Fuzzy optimality relation for perceptive MDPs-the average case
Sample-path optimality and variance-maximization for Markov decision processes
Semi-infinite semi-Markov stochastic games.
Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
Credibilistic Markov decision processes: The average case
The optimization of K-effect models by linear and dynamic programming
Finite state continuous time Markov decision processes with an infinite planning horizon
Some remarks on a Markovian decision problem with an absorbing state
Linear programming considerations on Markovian decision processes with no discounting
Linear programming algorithms for semi-Markovian decision processes
On direct sums of Markovian decision process
On the set of optimal policies in discrete dynamic programming
On a set of optimal policies in continuous time Markovian decision problem
A new optimality criterion for discrete dynamic programming
Algorithms for discounted stochastic games
On the solvability of Bellman's functional equation for a Markovian decision process
Optimal control of stationary Markov processes
Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
An improved algorithm for solving communicating average reward Markov decision processes
On Markovian decision programming with recursive reward functions
On regularly perturbed fundamental matrices
A Markovian decision model of adaptive cancer treatment and quality of life
An axiomatic approach to Markov decision processes

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