Publication | Date of Publication | Type |
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On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations | 2024-02-14 | Paper |
Semi-uniform Feller stochastic kernels | 2023-11-21 | Paper |
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations | 2023-11-20 | Paper |
Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs | 2023-10-25 | Paper |
Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs | 2023-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q6137269 | 2023-09-01 | Paper |
Equivalent conditions for weak continuity of nonlinear filters | 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 | 2022-11-09 | Paper |
Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs | 2022-11-09 | Paper |
On the optimality equation for average cost Markov decision processes and its validity for inventory control | 2022-11-09 | Paper |
Kolmogorov's equations for jump Markov processes with unbounded jump rates | 2022-11-09 | Paper |
Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities | 2022-08-23 | Paper |
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes | 2022-06-27 | Paper |
STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS | 2022-04-14 | Paper |
Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems | 2022-02-25 | Paper |
MDPs with setwise continuous transition probabilities | 2021-12-13 | Paper |
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities | 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 | 2021-04-07 | Paper |
MDPs with Setwise Continuous Transition Probabilities | 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 | 2020-09-16 | Paper |
Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition | 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 | 2020-01-20 | Paper |
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps | 2019-06-11 | Paper |
An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems | 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 | 2019-03-05 | Paper |
On the convergence of optimal actions for Markov decision processes and the optimality of (s,S) inventory policies | 2019-03-01 | Paper |
Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria | 2019-01-09 | Paper |
Modified policy iteration algorithms are not strongly polynomial for discounted dynamic programming | 2018-09-28 | Paper |
The value iteration algorithm is not strongly polynomial for discounted dynamic programming | 2018-08-27 | Paper |
An example showing that A-lower semi-continuity is essential for minimax continuity theorems | 2018-02-06 | Paper |
Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs | 2017-11-22 | Paper |
Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPs | 2017-11-17 | Paper |
OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE | 2017-09-19 | Paper |
Uniform Fatou's lemma | 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 | 2016-05-19 | Paper |
Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs | 2016-03-15 | Paper |
Optimality Conditions for Partially Observable Markov Decision Processes | 2015-10-08 | Paper |
Continuity of minima: local results | 2015-09-02 | Paper |
Convergence of probability measures and Markov decision models with incomplete information | 2015-08-20 | Paper |
Fatou's Lemma for Weakly Converging Probabilities | 2015-04-28 | Paper |
On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes | 2015-03-27 | Paper |
Berge's maximum theorem for noncompact image sets | 2015-03-27 | Paper |
Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities | 2014-10-21 | Paper |
Examples concerning Abel and Cesàro limits | 2014-08-26 | Paper |
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems | 2014-05-14 | Paper |
Extension of Lyapunov’s convexity theorem to subranges | 2013-11-14 | Paper |
The multi-armed bandit, with constraints | 2013-11-12 | Paper |
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times | 2013-11-12 | Paper |
Berge's theorem for noncompact image sets | 2012-10-29 | Paper |
OPTIMALITY OF TRUNK RESERVATION FOR AN M/M/K/N QUEUE WITH SEVERAL CUSTOMER TYPES AND HOLDING COSTS | 2012-05-24 | Paper |
Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes | 2012-05-24 | Paper |
On maximal ranges of vector measures for subsets and purification of transition probabilities | 2011-12-13 | Paper |
On Strongly Equivalent Nonrandomized Transition Probabilities | 2010-08-11 | Paper |
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion | 2010-04-26 | Paper |
Compactness of the space of non-randomized policies in countable-state sequential decision processes | 2010-04-23 | Paper |
An Inequality for Variances of the Discounted Rewards | 2010-02-02 | Paper |
On polynomial cases of the unichain classification problem for Markov decision processes | 2008-11-27 | Paper |
Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints | 2008-10-17 | Paper |
Optimality Inequalities for Average Cost Markov Decision Processes and the Stochastic Cash Balance Problem | 2008-05-27 | Paper |
Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings | 2008-01-18 | Paper |
Non-randomized policies for constrained Markov decision processes | 2008-01-16 | Paper |
OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS | 2007-06-04 | Paper |
On the Dvoretzky–Wald–Wolfowitz Theorem on Nonrandomized Statistical Decisions | 2007-04-02 | Paper |
Bicriterion Optimization of an M/G/1 Queue with A Removable Server | 2006-08-30 | Paper |
Optimality of randomized trunk reservation for a problem with a single constraint | 2006-06-19 | Paper |
Generalized pinwheel problem | 2006-02-08 | Paper |
On essential information in sequential decision processes | 2006-01-23 | Paper |
Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach | 2005-11-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5463024 | 2005-08-01 | Paper |
OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS | 2005-05-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4547433 | 2003-07-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4547438 | 2003-07-17 | Paper |
Optimality of \(D\)-policies for an \(M\)/\(G\)/1 queue with a removable server | 2003-05-04 | Paper |
Nonatomic total rewards Markov decision processes with multiple criteria | 2003-02-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4547439 | 2002-08-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4530571 | 2002-07-10 | Paper |
Handbook of Markov decision processes. Methods and applications | 2002-02-06 | Paper |
Constrained Discounted Markov Decision Processes and Hamiltonian Cycles | 2001-11-26 | Paper |
A Note on the Existence of Optimal Policies in Total Reward Dynamic Programs with Compact Action Sets | 2001-11-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4504053 | 2001-08-29 | Paper |
Constrained dynamic programming with two discount factors: applications and an algorithm | 2000-10-17 | Paper |
Multiple objective nonatomic Markov decision processes with total reward criteria | 2000-01-01 | Paper |
Stochastic monotonicity for stationary recurrence times of first passage heights | 1997-08-25 | Paper |
Constrained Discounted Dynamic Programming | 1997-08-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4716337 | 1996-11-26 | Paper |
Constrained Markov Decision Models with Weighted Discounted Rewards | 1995-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4836320 | 1995-06-14 | Paper |
Markov Decision Models with Weighted Discounted Criteria | 1995-01-03 | Paper |
A generalization of ‘expectation equals reciprocal of intensity' to non-stationary exponential distributions | 1994-09-20 | Paper |
Constrained Semi-Markov decision processes with average rewards | 1994-08-15 | Paper |
Finite state Markov decision models with average reward criteria | 1994-05-19 | Paper |
On Stationary Strategies in Borel Dynamic Programming | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4011995 | 1992-09-27 | Paper |
Non-randomized strategies in stochastic decision processes | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3360682 | 1989-01-01 | Paper |
Sufficient Classes of Strategies in Discrete Dynamic Programming I: Decomposition of Randomized Strategies and Embedded Models | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3807013 | 1987-01-01 | Paper |
Sufficient Classes of Strategies in Discrete Dynamic Programming. II: Locally Stationary Strategies | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3026783 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3743145 | 1986-01-01 | Paper |
Optimal control by the retransmission probability in slotted ALOHA systems | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3696892 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3729778 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3329244 | 1983-01-01 | Paper |
Controlled Markov Processes with Arbitrary Numerical Criteria | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3948418 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3962807 | 1982-01-01 | Paper |
Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming | 1982-01-01 | Paper |
Optimal strategy for activation of a servicing device in one class of systems with group servicing | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3854392 | 1980-01-01 | Paper |
An $\varepsilon $-Optimal Control of a Finite Markov Chain with an Average Reward Criterion | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3904347 | 1980-01-01 | Paper |
The Existence of a Stationary $\varepsilon $-Optimal Policy for a Finite Markov Chain | 1979-01-01 | Paper |
On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4184745 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4169844 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4132371 | 1977-01-01 | Paper |
On Controlled Finite State Markov Processes with Compact Control Sets | 1975-01-01 | Paper |