| Publication | Date of Publication | Type |
|---|
| Denumerable Markov stopping games with risk-sensitive total reward criterion. | 2024-08-07 | Paper |
| Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller | 2024-02-23 | Paper |
| Average criteria in denumerable semi-Markov decision chains under risk-aversion | 2023-10-04 | Paper |
| Contractive approximations in average Markov decision chains driven by a risk-seeking controller | 2023-09-06 | Paper |
| Risk-sensitive Markov stopping games with an absorbing state | 2022-04-22 | Paper |
| Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space | 2022-01-27 | Paper |
| Nash equilibria in a class of Markov stopping games with total reward criterion | 2022-01-18 | Paper |
| Markov stopping games with an absorbing state and total reward criterion | 2021-12-10 | Paper |
| A discounted approach in communicating average Markov decision chains under risk-aversion | 2021-05-11 | Paper |
| Discounted approximations in risk-sensitive average Markov cost chains with finite state space | 2020-06-15 | Paper |
| Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains | 2020-03-12 | Paper |
| Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion | 2020-02-05 | Paper |
| The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion | 2019-01-18 | Paper |
| Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition | 2017-11-22 | Paper |
| Discounted approximations to the risk-sensitive average cost in finite Markov chains | 2017-10-13 | Paper |
| A Poisson equation for the risk-sensitive average cost in semi-Markov chains | 2017-03-08 | Paper |
| Controlled semi-Markov chains with risk-sensitive average cost criterion | 2016-08-31 | Paper |
| A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function | 2016-04-15 | Paper |
| Local Poisson equations associated with the Varadhan functional | 2016-04-15 | Paper |
| Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion | 2015-10-02 | Paper |
| Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption | 2015-09-30 | Paper |
| Continuity of the optimal average cost in Markov decision chains with small risk-sensitivity | 2015-07-10 | Paper |
| A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion | 2014-12-15 | Paper |
| Large sample statistical inference for skew-symmetric families on the real line | 2013-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4915367 | 2013-04-10 | Paper |
| Optimal reparametrization and large sample likelihood inference for the location-scale skew-normal model | 2012-09-17 | Paper |
| Contractive mappings and existence of cycle times for a monotone and homogeneous function | 2012-09-06 | Paper |
| An optimality system for finite average Markov decision chains under risk-aversion | 2012-06-26 | Paper |
| Equivalence of communication and projective boundedness properties for monotone and homogeneous functions | 2011-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3173827 | 2011-10-10 | Paper |
| Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space | 2011-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057244 | 2010-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4932014 | 2010-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552449 | 2010-04-22 | Paper |
| The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces | 2010-04-20 | Paper |
| Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains | 2010-03-19 | Paper |
| Poisson equations associated with a homogeneous and monotone function: necessary and sufficient conditions for a solution in a weakly convex case | 2010-03-01 | Paper |
| Solutions of the average cost optimality equation for finite Markov decision chains: Risk-sensitive and risk-neutral criteria | 2009-12-11 | Paper |
| A central limit theorem for normalized products of random matrices | 2009-07-20 | Paper |
| Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space | 2009-04-30 | Paper |
| Contractive Approximations for the Varadhan's Function on a Finite Markov Chain | 2008-08-21 | Paper |
| Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion | 2006-06-29 | Paper |
| A system of Poisson equations for a nonconstant Varadhan functional on a finite state space | 2006-06-15 | Paper |
| Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion | 2006-01-31 | Paper |
| The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space | 2005-11-11 | Paper |
| A characterization of exponential functionals in finite Markov chains | 2005-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463022 | 2005-08-01 | Paper |
| A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains | 2005-04-29 | Paper |
| Estimation and control in finite Markov decision processes with the average reward criterion | 2004-11-29 | Paper |
| An alternative derivation of Birkhoff's formula for the contraction coefficient of a positive matrix. | 2003-12-04 | Paper |
| Adaptive control of average Markov decision chains under the Lyapunov stability condition | 2003-07-16 | Paper |
| Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains | 2003-07-14 | Paper |
| Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space | 2003-06-26 | Paper |
| Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach | 2003-06-23 | Paper |
| Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion | 2002-08-27 | Paper |
| Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards. An alternative approach | 2002-01-14 | Paper |
| A note on the existence of optimal policies in total reward dynamic programs with compact action sets. | 2001-11-26 | Paper |
| The vanishing discount approach in Markov chains with risk-sensitive criteria | 2001-08-05 | Paper |
| Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards | 2001-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688839 | 2000-10-03 | Paper |
| Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions | 2000-05-07 | Paper |
| Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. | 2000-01-01 | Paper |
| Nearly optimal stationary policies in negative dynamic programming | 1999-09-22 | Paper |
| A pause control approach to the value iteration scheme in average Markov decision processes | 1998-08-13 | Paper |
| A note on the convergence rate of the value iteration scheme in controlled Markov chains | 1998-08-13 | Paper |
| Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence | 1997-03-05 | Paper |
| A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs | 1997-02-28 | Paper |
| Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4888202 | 1996-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4877367 | 1996-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844483 | 1996-02-18 | Paper |
| Denumerable controlled Markov chains with average reward criterion: Sample path optimality | 1995-06-25 | Paper |
| Computing the asymptotic covariance matrix of a vector of sample autocorrelations for ARMA processes | 1994-12-08 | Paper |
| A simple form of Bartlett's formula for autoregressive processes | 1994-05-24 | Paper |
| The asymptotic distribution of sample autocorrelations for a class of linear filters | 1994-04-21 | Paper |
| Comparing recent assumptions for the existence of average optimal stationary policies | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4020274 | 1993-01-16 | Paper |
| Equivalence of Lyapunov stability criteria in a class of Markov decision processes | 1992-09-27 | Paper |
| Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4007058 | 1992-09-27 | Paper |
| Recent results on conditions for the existence of average optimal stationary policies | 1992-06-25 | Paper |
| A counterexample on the optimality equation in Markov decision chains with the average cost criterion | 1992-06-25 | Paper |
| Nonparametric estimation and adaptive control in a class of finite Markov decision chains | 1992-06-25 | Paper |
| Recurrence conditions for Markov decision processes with Borel state space: A survey | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363093 | 1991-01-01 | Paper |
| Recursive adaptive control of Markov decision processes with the average reward criterion | 1991-01-01 | Paper |
| Nonparametric adaptive control of discounted stochastic systems with compact state space | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830898 | 1990-01-01 | Paper |
| Density estimation and adaptive control of Markov processes: Average and discounted criteria | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827813 | 1989-01-01 | Paper |
| Necessary conditions for the optimality equation in average-reward Markov decision processes | 1989-01-01 | Paper |
| Strong 1-optimal stationary policies in denumerable Markov decision processes | 1988-01-01 | Paper |
| Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains | 1988-01-01 | Paper |
| Continuous dependence of stochastic control models on the noise distribution | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3835399 | 1987-01-01 | Paper |
| Finite-state approximations for denumerable state discounted Markov decision processes | 1986-01-01 | Paper |
