Markov Renewal Programs with Small Interest Rates
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(17)- Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
- The variational calculus and approximation in policy space for Markovian decision processes
- Variational characterizations in Markov decision processes
- Nonstationary Markov decision problems with converging parameters
- Denumerable semi-Markov decision chains with small interest rates
- An optimality principle for Markovian decision processes
- Semi-Markov processes and their applications
- On the existence of relative values for undiscounted multichain Markov decision processes
- Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
- Markov branching decision chains with interest-rate-dependent rewards
- Generalized Markovian decision processes
- A Fixed Point Approach to Undiscounted Markov Renewal Programs
- A value iteration method for undiscounted multichain Markov decision processes
- An Efficient Factorization for the Group Inverse
- On the functional equations in undiscounted and sensitive discounted stochastic games
- Blackwell optimal policies in a Markov decision process with a Borel state space
- Stochastic Abelian and Tauberian theorems
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