| Publication | Date of Publication | Type |
|---|
| 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 |
| An extended version of average Markov decision processes on discrete spaces under fuzzy environment | 2023-04-18 | Paper |
| Markov decision processes on finite spaces with fuzzy total rewards | 2022-09-12 | Paper |
| Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns. | 2021-09-16 | Paper |
| <html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html> | 2019-08-05 | Paper |
| Sample-path optimality in average Markov decision chains under a double Lyapunov function condition | 2017-11-22 | Paper |
| A family of models for finite sequential games without a predetermined order of turns | 2017-04-28 | Paper |
| Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach. | 2016-04-01 | Paper |
| Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion | 2015-10-02 | Paper |
| A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion | 2014-12-15 | Paper |
| Markov decision processes on Borel spaces with total cost and random horizon | 2014-11-03 | Paper |
| About stability of risk-seeking optimal stopping | 2014-10-17 | Paper |
| Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes | 2013-06-14 | Paper |
| An unbounded Berge's minimum theorem with applications to discounted Markov decision processes | 2012-09-04 | Paper |
| A consumption-investment problem modelled as a discounted Markov decision process | 2012-06-18 | Paper |
| Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. | 2012-04-23 | Paper |
| Discounted Markov control processes induced by deterministic systems | 2012-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008338 | 2011-06-15 | Paper |
| Estimation of stability for some classes of stochastic systems | 2011-05-18 | Paper |
| Risk-Sensitive Average Optimality in Markov Decision Chains | 2011-04-07 | Paper |
| Optimal policies in the class of infinitely differentiable functions for discounted linear-quadratic models | 2010-06-17 | Paper |
| A stopping rule for discounted Markov decision processes with finite action sets | 2010-04-22 | Paper |
| A note on deterministic approximation of discounted Markov decision processes | 2009-11-06 | Paper |
| Average cost Markov control processes: Stability with respect to the Kantorovich metric | 2009-09-09 | Paper |
| Discounted cost optimality problem: Stability with respect to weak metrics | 2009-03-25 | Paper |
| An envelope theorem and some applications to discounted Markov decision processes | 2008-05-05 | Paper |
| Suboptimality of the value iteration policies in discounted linear-quadratic models | 2008-03-20 | Paper |
| Monotonicity of minimizers in optimization problems with applications to Markov control processes | 2008-03-06 | Paper |
| Uniform convergence of value iteration policies for discounted Markov decision processes | 2008-01-18 | Paper |
| Pointwise approximations of discounted Markov decision processes to optimal policies | 2007-03-27 | Paper |
| Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion | 2006-06-29 | Paper |
| The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space | 2005-11-11 | Paper |
| Conditions for the uniqueness of optimal policies of discounted Markov decision processes | 2005-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463022 | 2005-08-01 | Paper |
| Estimation and control in finite Markov decision processes with the average reward criterion | 2004-11-29 | Paper |
| Estimates for perturbations of general discounted Markov control chains | 2004-11-29 | Paper |
| Estimates for perturbations of discounted Markov chains on general spaces | 2003-09-09 | 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 |
| Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards | 2001-01-07 | Paper |
| Application of average dynamic programming to inventory systems | 2000-07-25 | 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 |
| Approximation of average cost optimal policies for general Markov decision processes with unbounded costs | 1997-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858222 | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868200 | 1996-03-07 | Paper |
| Value iteration in average cost Markov control processes on Borel spaces | 1996-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324881 | 1995-03-30 | Paper |
| The average cost optimality equation for Markov control processes on Borel spaces | 1995-02-06 | Paper |
| Recurrence conditions for Markov decision processes with Borel state space: A survey | 1991-01-01 | Paper |
