| Publication | Date of Publication | Type |
|---|
Finding the optimal rate of dispersal for a population: a Markov decision process approach
SIAM Journal on Applied Mathematics | 2026-01-06 | Paper |
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
Journal of Applied Probability | 2024-11-15 | Paper |
Constrained Markov decision processes with non-constant discount factor
Journal of Optimization Theory and Applications | 2024-09-20 | Paper |
Recent results on discrete-time hybrid control models with general state and action spaces
Pure and Applied Functional Analysis | 2024-06-11 | Paper |
Absorbing Markov decision processes
ESAIM: Control, Optimisation and Calculus of Variations | 2024-02-28 | Paper |
Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
Applied Mathematics and Optimization | 2024-02-08 | Paper |
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
SIAM Journal on Control and Optimization | 2022-04-27 | Paper |
Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
Journal of Mathematical Analysis and Applications | 2021-10-22 | Paper |
Discrete-time control with non-constant discount factor
Mathematical Methods of Operations Research | 2020-12-15 | Paper |
Discrete-time hybrid control in Borel spaces
Applied Mathematics and Optimization | 2020-04-14 | Paper |
| Numerical approximations for discounted continuous time Markov decision processes | 2019-11-20 | Paper |
Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
Dynamic Games and Applications | 2019-05-03 | Paper |
Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
Operations Research Letters | 2018-09-28 | Paper |
Computable approximations for average Markov decision processes in continuous time
Journal of Applied Probability | 2018-09-26 | Paper |
Discrete-time hybrid control in Borel spaces: average cost optimality criterion
Journal of Mathematical Analysis and Applications | 2018-04-25 | Paper |
Approximation of infinite horizon discounted cost Markov decision processes
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results
Annals of Operations Research | 2016-11-09 | Paper |
Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
Applied Mathematics and Optimization | 2016-09-23 | Paper |
Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
Journal of Mathematical Analysis and Applications | 2016-07-04 | Paper |
Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
Top | 2015-11-06 | Paper |
Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
Stochastics | 2015-07-29 | Paper |
Random assignment processes: strong law of large numbers and de Finetti theorem
Test | 2015-06-15 | Paper |
Stochastic approximations of constrained discounted Markov decision processes
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Stochastic algorithms for the estimation of an optimal solution of a LP problem. Convergence and central limit theorem
Communications in Statistics: Theory and Methods | 2014-07-30 | Paper |
Finite linear programming approximations of constrained discounted Markov decision processes
SIAM Journal on Control and Optimization | 2013-07-17 | Paper |
Discounted continuous-time controlled Markov chains: convergence of control models
Journal of Applied Probability | 2013-01-19 | Paper |
De Finetti-type theorems for nonexchangeable \(0\)-\(1\) random variables
Test | 2012-11-15 | Paper |
Approximation of Markov decision processes with general state space
Journal of Mathematical Analysis and Applications | 2012-02-27 | Paper |
Selected topics on continuous-time controlled Markov chains and Markov games
ICP Advanced Texts in Mathematics | 2011-11-22 | Paper |
Conditionally independent increment point processes
Journal of Applied Probability | 2011-07-08 | Paper |
The vanishing discount approach to constrained continuous-time controlled Markov chains
Systems & Control Letters | 2010-10-18 | Paper |
De Finetti-type theorems for random selection processes. Necessary and sufficient conditions
Journal of Mathematical Analysis and Applications | 2010-02-19 | Paper |
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Mathematical Methods of Operations Research | 2009-12-11 | Paper |
De Finetti's-type results for some families of non identically distributed random variables
Electronic Journal of Probability | 2009-11-20 | Paper |
De Finetti's-type results for some families of non identically distributed random variables
Electronic Journal of Probability | 2009-11-20 | Paper |
Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
SIAM Journal on Control and Optimization | 2009-07-22 | Paper |
A de Finetti-type theorem for nonexchangeable finite-valued random variables
Journal of Mathematical Analysis and Applications | 2008-09-16 | Paper |
Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
Journal of Applied Probability | 2008-08-05 | Paper |
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
Top | 2007-08-08 | Paper |
Bias Optimality for Continuous-Time Controlled Markov Chains
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
Acta Applicandae Mathematicae | 2006-10-18 | Paper |
Bias and overtaking equilibria for zero-sum continuous-time Markov games
Mathematical Methods of Operations Research | 2005-11-24 | Paper |
Central limit theorem for the estimator of the value of an optimal stopping problem
Test | 2005-09-01 | Paper |
The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
Mathematical Methods of Operations Research | 2005-05-17 | Paper |
Estimation of an optimal solution of a LP problem with unknown objective function
Mathematical Programming. Series A. Series B | 2005-02-24 | Paper |
SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems
Stochastic Models | 2005-01-19 | Paper |
Statistical inference for a finite optimal stopping problem with unknown transition probabilities
Test | 2004-03-07 | Paper |
A note on weak compactness of occupation measures for an absorbing Markov decision process
(available as arXiv preprint) | N/A | Paper |
