| Publication | Date of Publication | Type |
|---|
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
Journal of Applied Probability | 2024-02-23 | Paper |
Average criteria in denumerable semi-Markov decision chains under risk-aversion
Discrete Event Dynamic Systems | 2023-10-04 | Paper |
An extended version of average Markov decision processes on discrete spaces under fuzzy environment
Kybernetika | 2023-04-18 | Paper |
Markov decision processes on finite spaces with fuzzy total rewards
Kybernetika | 2022-09-12 | Paper |
Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns.
Kybernetika | 2021-09-16 | Paper |
<html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html>
Kybernetika | 2019-08-05 | Paper |
Sample-path optimality in average Markov decision chains under a double Lyapunov function condition
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
A family of models for finite sequential games without a predetermined order of turns
Operations Research and Enterprise Systems | 2017-04-28 | Paper |
Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach.
Kybernetika | 2016-04-01 | Paper |
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
Journal of Applied Probability | 2015-10-02 | Paper |
A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion
Journal of Optimization Theory and Applications | 2014-12-15 | Paper |
Markov decision processes on Borel spaces with total cost and random horizon
Journal of Optimization Theory and Applications | 2014-11-03 | Paper |
About stability of risk-seeking optimal stopping
Kybernetika | 2014-10-17 | Paper |
Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes
Journal of Applied Mathematics | 2013-06-14 | Paper |
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
Kybernetika | 2012-09-04 | Paper |
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
Kybernetika | 2012-09-04 | Paper |
A consumption-investment problem modelled as a discounted Markov decision process
Kybernetika | 2012-06-18 | Paper |
A consumption-investment problem modelled as a discounted Markov decision process
Kybernetika | 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 |
| 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 |
| Discounted Markov control processes induced by deterministic systems | 2012-04-23 | Paper |
| scientific article; zbMATH DE number 5908148 (Why is no real title available?) | 2011-06-15 | Paper |
| scientific article; zbMATH DE number 5908148 (Why is no real title available?) | 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
Operations Research Proceedings | 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 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
Applied Mathematics Letters | 2009-11-06 | Paper |
Average cost Markov control processes: Stability with respect to the Kantorovich metric
Mathematical Methods of Operations Research | 2009-09-09 | Paper |
Discounted cost optimality problem: Stability with respect to weak metrics
Mathematical Methods of Operations Research | 2009-03-25 | Paper |
An envelope theorem and some applications to discounted Markov decision processes
Mathematical Methods of Operations Research | 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 |
| 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
Boletín de la Sociedad Matemática Mexicana. Third Series | 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
Journal of Applied Probability | 2006-06-29 | Paper |
The Value Iteration Algorithm in Risk-Sensitive Average Markov Decision Chains with Finite State Space
Mathematics of Operations Research | 2005-11-11 | Paper |
Conditions for the uniqueness of optimal policies of discounted Markov decision processes
Mathematical Methods of Operations Research | 2005-08-22 | Paper |
| scientific article; zbMATH DE number 2189772 (Why is no real title available?) | 2005-08-01 | Paper |
Estimation and control in finite Markov decision processes with the average reward criterion
Applicationes Mathematicae | 2004-11-29 | Paper |
Estimates for perturbations of general discounted Markov control chains
Applicationes Mathematicae | 2004-11-29 | Paper |
Estimates for perturbations of discounted Markov chains on general spaces
Applicationes Mathematicae | 2003-09-09 | Paper |
Stationary optimal policies in a class of multichain positive dynamic programs with finite state space and risk-sensitive criterion
Applicationes Mathematicae | 2002-08-27 | Paper |
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards. An alternative approach
Probability in the Engineering and Informational Sciences | 2002-01-14 | Paper |
A note on the existence of optimal policies in total reward dynamic programs with compact action sets.
Mathematics of Operations Research | 2001-11-26 | Paper |
Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards
Applicationes Mathematicae | 2001-01-07 | Paper |
Application of average dynamic programming to inventory systems
Mathematical Methods of Operations Research | 2000-07-25 | Paper |
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
Mathematical Methods of Operations Research | 2000-01-01 | Paper |
Nearly optimal stationary policies in negative dynamic programming
Mathematical Methods of Operations Research | 1999-09-22 | Paper |
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
Mathematical Methods of Operations Research | 1997-08-05 | Paper |
| scientific article; zbMATH DE number 825217 (Why is no real title available?) | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 851955 (Why is no real title available?) | 1996-03-07 | Paper |
Value iteration in average cost Markov control processes on Borel spaces
Acta Applicandae Mathematicae | 1996-02-06 | Paper |
| scientific article; zbMATH DE number 729193 (Why is no real title available?) | 1995-03-30 | Paper |
The average cost optimality equation for Markov control processes on Borel spaces
Systems & Control Letters | 1995-02-06 | Paper |
Recurrence conditions for Markov decision processes with Borel state space: A survey
Annals of Operations Research | 1991-01-01 | Paper |
