| Publication | Date of Publication | Type |
|---|
On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
Theory of Probability & Its Applications | 2024-02-14 | Paper |
Semi-uniform Feller stochastic kernels
Journal of Theoretical Probability | 2023-11-21 | Paper |
| Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations | 2023-11-20 | Paper |
Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs
Naval Research Logistics | 2023-10-25 | Paper |
Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs
Naval Research Logistics | 2023-10-25 | Paper |
scientific article; zbMATH DE number 7733444 (Why is no real title available?)
(available as arXiv preprint) | 2023-09-01 | Paper |
| scientific article; zbMATH DE number 7733444 (Why is no real title available?) | 2023-09-01 | Paper |
Equivalent conditions for weak continuity of nonlinear filters
Systems & Control Letters | 2023-06-26 | Paper |
| Sequential Optimization of CVaR | 2022-11-14 | Paper |
Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors
Annals of Operations Research | 2022-11-09 | Paper |
Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs
Annals of Operations Research | 2022-11-09 | Paper |
On the optimality equation for average cost Markov decision processes and its validity for inventory control
Annals of Operations Research | 2022-11-09 | Paper |
Kolmogorov's equations for jump Markov processes with unbounded jump rates
Annals of Operations Research | 2022-11-09 | Paper |
Markov decision processes with incomplete information and semiuniform Feller transition probabilities
SIAM Journal on Control and Optimization | 2022-08-23 | Paper |
Sufficiency of Markov policies for continuous-time jump Markov decision processes
Mathematics of Operations Research | 2022-06-27 | Paper |
Stochastic setup-cost inventory model with backorders and quasiconvex cost functions
Probability in the Engineering and Informational Sciences | 2022-04-14 | Paper |
Kolmogorov's equations for jump Markov processes and their applications to control problems
Theory of Probability & Its Applications | 2022-02-25 | Paper |
MDPs with setwise continuous transition probabilities
Operations Research Letters | 2021-12-13 | Paper |
Average cost Markov decision processes with semi-uniform Feller transition probabilities
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
| Continuity of Parametric Optima for Possibly Discontinuous Functions and Noncompact Decision Sets | 2021-09-13 | Paper |
Complexity bounds for approximately solving discounted MDPs by value iterations
Operations Research Letters | 2021-04-07 | Paper |
MDPs with Setwise Continuous Transition Probabilities
(available as arXiv preprint) | 2020-11-02 | Paper |
Fatou's lemma in its classical form and Lebesgue's convergence theorems for varying measures with applications to Markov decision processes
Theory of Probability & Its Applications | 2020-09-16 | Paper |
Fatou's lemma for weakly converging measures under the uniform integrability condition
Theory of Probability & Its Applications | 2020-02-17 | Paper |
| Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic Programming | 2020-01-28 | Paper |
Constrained discounted Markov decision processes with Borel state spaces
Automatica | 2020-01-20 | Paper |
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps
Operations Research Letters | 2019-06-11 | Paper |
An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems
Operations Research Letters | 2019-06-11 | Paper |
| A Class of Solvable Markov Decision Models with Incomplete Information | 2019-03-27 | Paper |
On the reduction of total-cost and average-cost MDPs to discounted mdps
Naval Research Logistics | 2019-03-05 | Paper |
On the convergence of optimal actions for Markov decision processes and the optimality of \((s,S)\) inventory policies
Naval Research Logistics | 2019-03-01 | Paper |
Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
SIAM Journal on Control and Optimization | 2019-01-09 | Paper |
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming
Operations Research Letters | 2018-09-28 | Paper |
The value iteration algorithm is not strongly polynomial for discounted dynamic programming
Operations Research Letters | 2018-08-27 | Paper |
An example showing that A-lower semi-continuity is essential for minimax continuity theorems
(available as arXiv preprint) | 2018-02-06 | Paper |
Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward mdps
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs
(available as arXiv preprint) | 2017-11-17 | Paper |
Optimal switching on and off the entire service capacity of a parallel queue
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Uniform Fatou's lemma
Journal of Mathematical Analysis and Applications | 2016-07-29 | Paper |
| Optimality Conditions for Inventory Control | 2016-06-02 | Paper |
Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
Mathematics of Operations Research | 2016-05-19 | Paper |
Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
Queueing Systems | 2016-03-15 | Paper |
Optimality conditions for partially observable Markov decision processes
Continuous and Distributed Systems | 2015-10-08 | Paper |
Continuity of minima: local results
Set-Valued and Variational Analysis | 2015-09-02 | Paper |
Convergence of probability measures and Markov decision models with incomplete information
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
Fatou's lemma for weakly converging probabilities
Theory of Probability & Its Applications | 2015-04-28 | Paper |
Berge's maximum theorem for noncompact image sets
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Average cost Markov decision processes with weakly continuous transition probabilities
Mathematics of Operations Research | 2014-10-21 | Paper |
Examples concerning Abel and Cesàro limits
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems
Operations Research Letters | 2014-05-14 | Paper |
Extension of Lyapunov's convexity theorem to subranges
Proceedings of the American Mathematical Society | 2013-11-14 | Paper |
The multi-armed bandit, with constraints
Annals of Operations Research | 2013-11-12 | Paper |
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
Annals of Operations Research | 2013-11-12 | Paper |
Berge's theorem for noncompact image sets
Journal of Mathematical Analysis and Applications | 2012-10-29 | Paper |
Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs
Probability in the Engineering and Informational Sciences | 2012-05-24 | Paper |
Splitting randomized stationary policies in total-reward Markov decision processes
Mathematics of Operations Research | 2012-05-24 | Paper |
On maximal ranges of vector measures for subsets and purification of transition probabilities
Proceedings of the American Mathematical Society | 2011-12-13 | Paper |
On strongly equivalent nonrandomized transition probabilities
Theory of Probability & Its Applications | 2010-08-11 | Paper |
On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion
Theory of Probability & Its Applications | 2010-04-26 | Paper |
Compactness of the space of non-randomized policies in countable-state sequential decision processes
Mathematical Methods of Operations Research | 2010-04-23 | Paper |
An inequality for variances of the discounted rewards
Journal of Applied Probability | 2010-02-02 | Paper |
On polynomial cases of the unichain classification problem for Markov decision processes
Operations Research Letters | 2008-11-27 | Paper |
Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints
Mathematical Control Theory and Finance | 2008-10-17 | Paper |
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem
Mathematics of Operations Research | 2008-05-27 | Paper |
Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
Statistics & Decisions | 2008-01-18 | Paper |
Non-randomized policies for constrained Markov decision processes
Mathematical Methods of Operations Research | 2008-01-16 | Paper |
OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS
Probability in the Engineering and Informational Sciences | 2007-06-04 | Paper |
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions
Theory of Probability & Its Applications | 2007-04-02 | Paper |
Bicriterion Optimization of an M/G/1 Queue with A Removable Server
Probability in the Engineering and Informational Sciences | 2006-08-30 | Paper |
Optimality of randomized trunk reservation for a problem with a single constraint
Advances in Applied Probability | 2006-06-19 | Paper |
Generalized pinwheel problem
Mathematical Methods of Operations Research | 2006-02-08 | Paper |
On essential information in sequential decision processes
Mathematical Methods of Operations Research | 2006-01-23 | Paper |
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
Mathematics of Operations Research | 2005-11-11 | Paper |
| scientific article; zbMATH DE number 2189774 (Why is no real title available?) | 2005-08-01 | Paper |
OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS
Probability in the Engineering and Informational Sciences | 2005-05-09 | Paper |
| scientific article; zbMATH DE number 1786118 (Why is no real title available?) | 2003-07-17 | Paper |
| scientific article; zbMATH DE number 1786113 (Why is no real title available?) | 2003-07-17 | Paper |
Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server
Queueing Systems | 2003-05-04 | Paper |
Nonatomic total rewards Markov decision processes with multiple criteria
Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
| scientific article; zbMATH DE number 1786119 (Why is no real title available?) | 2002-08-21 | Paper |
| scientific article; zbMATH DE number 1748680 (Why is no real title available?) | 2002-07-10 | Paper |
Handbook of Markov decision processes. Methods and applications
International Series in Operations Research & Management Science | 2002-02-06 | Paper |
Constrained discounted Markov decision processes and Hamiltonian cycles.
Mathematics of Operations Research | 2001-11-26 | Paper |
A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
Mathematics of Operations Research | 2001-11-26 | Paper |
| scientific article; zbMATH DE number 1507326 (Why is no real title available?) | 2001-08-29 | Paper |
Constrained dynamic programming with two discount factors: applications and an algorithm
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Multiple objective nonatomic Markov decision processes with total reward criteria
Journal of Mathematical Analysis and Applications | 2000-01-01 | Paper |
Stochastic monotonicity for stationary recurrence times of first passage heights
The Annals of Applied Probability | 1997-08-25 | Paper |
Constrained Discounted Dynamic Programming
Mathematics of Operations Research | 1997-08-04 | Paper |
| scientific article; zbMATH DE number 949661 (Why is no real title available?) | 1996-11-26 | Paper |
Constrained Markov Decision Models with Weighted Discounted Rewards
Mathematics of Operations Research | 1995-09-17 | Paper |
| scientific article; zbMATH DE number 764430 (Why is no real title available?) | 1995-06-14 | Paper |
Markov Decision Models with Weighted Discounted Criteria
Mathematics of Operations Research | 1995-01-03 | Paper |
A generalization of ‘expectation equals reciprocal of intensity' to non-stationary exponential distributions
Journal of Applied Probability | 1994-09-20 | Paper |
Constrained Semi-Markov decision processes with average rewards
ZOR Zeitschrift f�r Operations Research Mathematical Methods of Opeartions Research | 1994-08-15 | Paper |
Finite state Markov decision models with average reward criteria
Stochastic Processes and their Applications | 1994-05-19 | Paper |
On Stationary Strategies in Borel Dynamic Programming
Mathematics of Operations Research | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 67287 (Why is no real title available?) | 1992-09-27 | Paper |
Non-randomized strategies in stochastic decision processes
Annals of Operations Research | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4213767 (Why is no real title available?) | 1989-01-01 | Paper |
Sufficient Classes of Strategies in Discrete Dynamic Programming. II: Locally Stationary Strategies
Theory of Probability & Its Applications | 1987-01-01 | Paper |
Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models
Theory of Probability & Its Applications | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4074840 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4014480 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3978861 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3922401 (Why is no real title available?) | 1985-01-01 | Paper |
Optimal control by the retransmission probability in slotted ALOHA systems
Performance Evaluation | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3960703 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860907 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3766818 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3784664 (Why is no real title available?) | 1982-01-01 | Paper |
Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Controlled Markov Processes with Arbitrary Numerical Criteria
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Optimal strategy for activation of a servicing device in one class of systems with group servicing
Problems of Information Transmission | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3655105 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3713458 (Why is no real title available?) | 1980-01-01 | Paper |
An $\varepsilon $-Optimal Control of a Finite Markov Chain with an Average Reward Criterion
Theory of Probability & Its Applications | 1980-01-01 | Paper |
On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3621618 (Why is no real title available?) | 1979-01-01 | Paper |
The Existence of a Stationary $\varepsilon $-Optimal Policy for a Finite Markov Chain
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3603906 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3559403 (Why is no real title available?) | 1977-01-01 | Paper |
On Controlled Finite State Markov Processes with Compact Control Sets
Theory of Probability & Its Applications | 1975-01-01 | Paper |
