| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6141795 | 2024-01-23 | Paper |
| Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side | 2023-10-30 | Paper |
| Zero-sum stochastic games with the average-value-at-risk criterion | 2023-10-26 | Paper |
| Optimal dividend problems with a risk probability criterion | 2023-10-18 | Paper |
| Zero-Sum Games for Finite-Horizon Semi-Markov Processes Under the Probability Criterion | 2023-10-09 | Paper |
| Maximal reliability of controlled Markov systems | 2023-08-11 | Paper |
| Zero-sum infinite-horizon discounted piecewise deterministic Markov games | 2023-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873817 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873839 | 2023-02-09 | Paper |
| Zero-sum semi-Markov games with state-action-dependent discount factors | 2022-12-14 | Paper |
| Optimal stopping time on semi-Markov processes with finite horizon | 2022-07-18 | Paper |
| First passage risk probability minimization for piecewise deterministic Markov decision processes | 2022-07-15 | Paper |
| Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates | 2022-07-05 | Paper |
| Dividend pay-out problems with the logarithmic utility | 2022-03-21 | Paper |
| A survey on semi-Markov decision processes | 2021-12-17 | Paper |
| Correction to a proposition related to ergodicity of Markov chains | 2021-10-29 | Paper |
| Optimal stopping time on discounted semi-Markov processes | 2021-08-05 | Paper |
| Discounted semi-Markov games with incomplete information on one side | 2021-07-15 | Paper |
| Zero-Sum Semi-Markov Games with State-Action-Dependent Discount Factors | 2021-03-06 | Paper |
| Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap | 2021-01-06 | Paper |
| Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon | 2020-10-07 | Paper |
| Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates | 2020-09-01 | Paper |
| Nonzero-sum stochastic games with probability criteria | 2020-06-30 | Paper |
| Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces | 2020-05-06 | Paper |
| Convergence of Markov decision processes with constraints and state-action dependent discount factors | 2020-02-28 | Paper |
| Risk-sensitive finite-horizon piecewise deterministic Markov decision processes | 2020-02-11 | Paper |
| Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria | 2020-02-05 | Paper |
| Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates | 2019-11-27 | Paper |
| $N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors | 2019-07-18 | Paper |
| Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem | 2019-06-07 | Paper |
| Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces | 2018-08-27 | Paper |
| Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods | 2018-02-13 | Paper |
| A probability criterion for zero-sum stochastic games | 2017-12-22 | Paper |
| The risk probability criterion for discounted continuous-time Markov decision processes | 2017-12-18 | Paper |
| A Constrained Optimization Problem with Applications to Constrained MDPs | 2017-11-22 | Paper |
| Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes | 2017-11-22 | Paper |
| Constrained continuous-time Markov decision processes on the finite horizon | 2017-09-01 | Paper |
| Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes | 2017-08-08 | Paper |
| Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models | 2017-07-27 | Paper |
| Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes | 2017-07-27 | Paper |
| Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion | 2017-06-20 | Paper |
| First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies | 2017-05-16 | Paper |
| Constrained total undiscounted continuous-time Markov decision processes | 2017-05-11 | Paper |
| Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints | 2016-11-16 | Paper |
| OPTIMAL CONTROL OF STOCHASTIC FLUCTUATIONS IN BIOCHEMICAL REACTIONS | 2016-08-09 | Paper |
| Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints | 2016-06-23 | Paper |
| Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs | 2016-05-23 | Paper |
| Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces | 2016-05-23 | Paper |
| Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates | 2016-02-12 | Paper |
| Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time | 2016-01-21 | Paper |
| Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes | 2015-11-10 | Paper |
| Mean-variance problems for finite horizon semi-Markov decision processes | 2015-10-28 | Paper |
| A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates | 2015-10-26 | Paper |
| First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors | 2015-10-02 | Paper |
| Another set of verifiable conditions for average Markov decision processes with Borel spaces | 2015-09-29 | Paper |
| First passage Markov decision processes with constraints and varying discount factors | 2015-07-21 | Paper |
| On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes | 2015-06-10 | Paper |
| Semi-Markov decision processes with variance minimization criterion | 2015-04-29 | Paper |
| Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model | 2014-04-25 | Paper |
| First passage problems for nonstationary discrete-time stochastic control systems | 2014-01-21 | Paper |
| Constrained Markov decision processes with first passage criteria | 2013-09-03 | Paper |
| Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria | 2013-07-11 | Paper |
| Minimum risk probability for finite horizon semi-Markov decision processes | 2013-04-22 | Paper |
| Construction and regularity of transition functions on Polish spaces under measurability conditions | 2013-04-17 | Paper |
| Denumerable continuous-time Markov decision processes with multiconstraints on average costs | 2013-03-13 | Paper |
| Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates | 2013-01-28 | Paper |
| A mean-variance optimization problem for discounted Markov decision processes | 2012-12-29 | Paper |
| Continuous-time Markov decision processes with state-dependent discount factors | 2012-12-07 | Paper |
| New average optimality conditions for semi-Markov decision processes in Borel spaces | 2012-07-31 | Paper |
| Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies | 2012-05-30 | Paper |
| Finite horizon semi-Markov decision processes with application to maintenance systems | 2012-05-14 | Paper |
| Markov decision processes with state-dependent discount factors and unbounded rewards/costs | 2012-04-05 | Paper |
| Discounted continuous-time constrained Markov decision processes in Polish spaces | 2012-01-04 | Paper |
| Total reward criteria for unconstrained/constrained continuous-time Markov decision processes | 2011-11-17 | Paper |
| Performance analysis for controlled semi-Markov systems with application to maintenance | 2011-10-11 | Paper |
| Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases | 2011-07-27 | Paper |
| New optimality conditions for average-payoff continuous-time Markov games in Polish spaces | 2011-07-01 | Paper |
| Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates | 2011-04-27 | Paper |
| First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs | 2011-04-08 | Paper |
| New discount and average optimality conditions for continuous-time Markov decision processes | 2011-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071226 | 2011-02-05 | Paper |
| Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon | 2010-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052115 | 2010-11-05 | Paper |
| New sufficient conditions for average optimality in continuous-time Markov decision processes | 2010-09-21 | Paper |
| Continuous-time Markov decision processes. Theory and applications | 2009-12-03 | Paper |
| Bias optimality for multichain continuous-time Markov decision processes | 2009-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640652 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3644546 | 2009-11-11 | Paper |
| Zero-sum stochastic games with average payoffs: new optimality conditions | 2009-09-03 | Paper |
| Optimal risk probability for first passage models in semi-Markov decision processes | 2009-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3540571 | 2008-11-24 | Paper |
| Existence and regularity of a nonhomogeneous transition matrix under measurability conditions | 2008-08-21 | Paper |
| A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs | 2008-06-12 | Paper |
| Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces | 2008-05-27 | Paper |
| Constrained continuous-time Markov decision processes with average criteria | 2008-05-05 | Paper |
| Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates | 2008-04-29 | Paper |
| Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs | 2007-11-12 | Paper |
| A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) | 2007-08-08 | Paper |
| Average optimality for continuous-time Markov decision processes in Polish spaces | 2007-08-08 | Paper |
| Markov Decision Processes with Variance Minimization: A New Condition and Approach | 2007-06-27 | Paper |
| A semimartingale characterization of average optimal stationary policies for Markov decision processes | 2007-03-19 | Paper |
| Average optimality for Markov decision processes in borel spaces: a new condition and approach | 2006-11-16 | Paper |
| Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates | 2006-11-06 | Paper |
| Another set of conditions for Markov decision processes with average sample-path costs | 2006-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3379063 | 2006-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3371569 | 2006-02-21 | Paper |
| Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions | 2005-11-24 | Paper |
| Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs | 2005-10-18 | Paper |
| Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes | 2005-10-18 | Paper |
| Robust disturbance attenuation for discrete‐time active fault tolerant control systems with uncertainties | 2005-10-13 | Paper |
| Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards | 2005-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463021 | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463025 | 2005-08-01 | Paper |
| A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases | 2005-01-31 | Paper |
| Continuous-time controlled Markov chains with discounted rewards | 2004-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4534402 | 2003-11-30 | Paper |
| Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates | 2003-11-17 | Paper |
| A new strong optimality criterion for nonstationary Markov decision processes | 2003-08-07 | Paper |
| Continuous-time controlled Markov chains. | 2003-05-06 | Paper |
| Constrained Continuous-Time Markov Control Processes with Discounted Criteria | 2003-03-25 | Paper |
| Minimax control for discrete-time time-varying stochastic systems | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778337 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778458 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154302 | 2002-11-14 | Paper |
| Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion | 2002-11-06 | Paper |
| A note on optimality conditions for continuous-time Markov decision processes with average cost criterion | 2002-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4503654 | 2001-12-09 | Paper |
| Nonhomogeneous Markov Decision Processes with Borel State Space—The Average Criterion with Nonuniformly Bounded Rewards | 2001-11-26 | Paper |
| STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS* | 2001-09-02 | Paper |
| Limiting Average Criteria For Nonstationary Markov Decision Processes | 2001-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528445 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516684 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501317 | 2000-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501351 | 2000-09-04 | Paper |
| Constrained denumerable state non-stationary MDPs with expected total reward criterion | 2000-06-21 | Paper |
| Nonstationary denumerable state Markov decision processes -- with average variance criterion | 1999-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4237767 | 1999-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884506 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320257 | 1995-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4271761 | 1994-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4696895 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004539 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348732 | 1989-01-01 | Paper |
