Publication | Date of Publication | Type |
---|
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State | 2024-01-19 | Paper |
On the continuity of the projection mapping from strategic measures to occupation measures in absorbing Markov decision processes | 2023-11-23 | Paper |
On the structure of optimal solutions in a mathematical programming problem in a convex space | 2023-05-09 | Paper |
Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method | 2022-07-08 | Paper |
Differential game analysis of the green innovation cooperation in supply chain under the background of dual-driving | 2022-01-24 | Paper |
On gradual-impulse control of continuous-time Markov decision processes with exponential utility | 2022-01-18 | Paper |
On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting | 2021-09-30 | Paper |
A useful technique for piecewise deterministic Markov decision processes | 2021-04-07 | Paper |
Aggregated occupation measures and linear programming approach to constrained impulse control problems | 2021-04-01 | Paper |
Linear programming approach to optimal impulse control problems with functional constraints | 2021-03-01 | Paper |
Continuous-Time Markov Decision Processes | 2020-09-03 | Paper |
A useful technique for piecewise deterministic Markov decision processes | 2020-06-11 | Paper |
On risk-sensitive piecewise deterministic Markov decision processes | 2020-06-02 | Paper |
On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only | 2020-01-17 | Paper |
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates | 2020-01-13 | Paper |
Nowak's Theorem on Probability Measures Induced by Strategies Revisited | 2019-11-12 | Paper |
Optimal Impulse Control of Dynamical Systems | 2019-08-30 | Paper |
Hitting times in Markov chains with restart and their application to network centrality | 2019-04-26 | Paper |
On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes | 2018-10-26 | Paper |
Note on discounted continuous-time Markov decision processes with a lower bounding function | 2018-09-26 | Paper |
Fluid Approximations to Markov Decision Processes with Local Transitions | 2017-11-22 | Paper |
Continuous-Time Markov Decision Processes with Exponential Utility | 2017-09-07 | Paper |
Constrained continuous-time Markov decision processes on the finite horizon | 2017-09-01 | Paper |
Zero-sum continuous-time Markov pure jump game over a fixed duration | 2017-05-24 | 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 |
Infinite horizon optimal impulsive control with applications to Internet congestion control | 2015-07-30 | Paper |
On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes | 2015-06-10 | Paper |
Average optimality for continuous-time Markov decision processes under weak continuity conditions | 2015-02-26 | Paper |
Markov decision processes with iterated coherent risk measures | 2015-01-14 | Paper |
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach | 2014-09-26 | Paper |
Markov Processes with Restart | 2014-04-04 | Paper |
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors | 2013-07-26 | Paper |
Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria | 2013-07-11 | Paper |
The transformation method for continuous-time Markov decision processes | 2013-02-11 | Paper |
On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models | 2012-03-08 | Paper |
Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach | 2012-02-11 | Paper |
Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case | 2011-05-05 | Paper |
Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks | 2011-04-05 | Paper |
On the structure of optimal solutions in a mathematical programming problem in a convex space | 0001-01-03 | Paper |