Multichain Markov Renewal Programs

Cited in

(49)

Generalized polynomial approximations in Markovian decision processes
Variational characterizations in Markov decision processes
On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
Solving Markovian decision processes by successive elimination of variables
Communicating MDPs: Equivalence and LP properties
A Brouwer fixed-point mapping approach to communicating Markov decision processes
Nonstationary Markov decision problems with converging parameters
Linear programming and undiscounted stochastic games in which one player controls transitions
Fictitious play applied to sequences of games and discounted stochastic games
Semi-Markov processes and their applications
Foolproof convergence in multichain policy iteration
Contraction mappings underlying undiscounted Markov decision problems
Computational aspects in applied stochastic control
Markov decision processes in service facilities holding perishable inventory
Computing transience bounds of emergency call centers: a hierarchical timed Petri net approach
Computing semi-stationary optimal policies for multichain semi-Markov decision processes
On the existence of relative values for undiscounted multichain Markov decision processes
Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information
A policy iteration algorithm for zero-sum stochastic games with mean payoff
Finite state continuous time Markov decision processes with an infinite planning horizon
Iterative solution of the functional equations of undiscounted Markov renewal programming
Markov branching decision chains with interest-rate-dependent rewards
Generalized Markovian decision processes
A value-iteration scheme for undiscounted multichain Markov renewal programs
A Fixed Point Approach to Undiscounted Markov Renewal Programs
Simultaneous determination of production and maintenance schedules using in‐line equipment condition and yield information
MARKOV DECISION PROCESSES
On stationary equilibria of a single-controller stochastic game
Optimality equations and sensitive optimality in bounded Markov decision processes¹
Some basic concepts of numerical treatment of Markov decision models
Derman's book as inspiration: some results on LP for MDPs
A value iteration method for undiscounted multichain Markov decision processes
On the functional equations in undiscounted and sensitive discounted stochastic games
A further anticycling rule in multichain policy iteration for undiscounted Markov renewal programs
Continuous time markov decision processes with interventions
Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
Constrained Semi-Markov decision processes with average rewards
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
Linear programming formulation of MDPs in countable state space: The multichain case
Multigrid methods for two-player zero-sum stochastic games.
Piecewise affine dynamical models of Petri nets -- application to emergency call centers
On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
On zero-sum two-person undiscounted semi-Markov games with a multichain structure
SEMI-MARKOV DECISION PROCESSES
Smoothed analysis of deterministic discounted and Mean-payoff games
Analysis of the vanishing discount limit for optimal control problems in continuous and discrete time
Computation of optimal policies in discounted semi-Markov decision chains
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
Policy iteration for continuous-time average reward Markov decision processes in Polish spaces

This page was built for publication: Multichain Markov Renewal Programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5598761)