scientific article; zbMATH DE number 3122709

Cited in

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J. L. Doob: foundations of stochastic processes and probabilistic potential theory
Toward a stochastic calculus for several Markov processes
A difficulty with the command allocation mechanism
Stochastic control theory and operational research
Optimal policies for controlled Markov chains with a constraint
A random walk in higher arithmetic
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
Discretization procedures for adaptive Markov control processes
Robustness inequality for Markov control processes with unbounded costs
Estimation and control in multichain processes
Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
On strong average optimality of Markov decision processes with unbounded costs
Risk aversion, impatience, and optimal timing decisions
Exit times of Brownian motion, harmonic majorization, and Hardy spaces
On optimal stopping of a sequence of independent random variables- probability maximizing approach
On the measurement of shape
On the two-armed bandit problem with non-observed Poissonian switching of arms.
On the duration of a Maki-Thompson epidemic
Cost-minimal immunization in the Greenwood epidemic model
``Super-overtaking optimal policies for Markov control processes
Approximate receding horizon approach for Markov decision processes: average reward case
Optimal channel choice for lossy data flow transmission
Generalized couplings and convergence of transition probabilities
From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding
Nash equilibria of threshold type for two-player nonzero-sum games of stopping
Path integral solution of linear second order partial differential equations. I: The general construction
A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
Value of information in the Polya urn process
Optimal learning with costly adjustment
Value iteration in average cost Markov control processes on Borel spaces
A version of the Euler equation in discounted Markov decision processes
The solution of a generalized secretary problem via analytic expressions
From Bachelier to Dupire via optimal transport
Zero-sum stochastic games with partial information and average payoff
Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
Subgeometric rates of convergence of Markov processes in the Wasserstein metric
Discrete-time drift counteraction stochastic optimal control: theory and application-motivated examples
An envelope theorem and some applications to discounted Markov decision processes
Another set of conditions for Markov decision processes with average sample-path costs
A sharp error estimate for the numerical solution of multivariate Dirichlet problems
Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs
Recurrence conditions for Markov decision processes with Borel state space: A survey
Non-randomized strategies in stochastic decision processes
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
Density estimation and adaptive control of Markov processes: Average and discounted criteria
Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness
A consumption-investment problem modelled as a discounted Markov decision process
About stability of risk-seeking optimal stopping
Another set of verifiable conditions for average Markov decision processes with Borel spaces.
Optimality conditions for partially observable Markov decision processes
Concavely-Priced Probabilistic Timed Automata
scientific article; zbMATH DE number 3169064 (Why is no real title available?)
Average optimality for Markov decision processes in borel spaces: a new condition and approach
Finite- and infinite-horizon Shapley games with nonsymmetric partial observation
Note on stability estimation in average Markov control processes.
Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
A zero-sum stochastic game with compact action sets and no asymptotic value
scientific article; zbMATH DE number 3772660 (Why is no real title available?)
Constrained Semi-Markov decision processes with average rewards
A note on standard Borel and related spaces
On optimal bidding and inventory control in sequential procurement auctions: the multi period case
Convergence of probability measures and Markov decision models with incomplete information
Phase transition in the exit boundary problem for random walks on groups
Controlled Markov decision processes with AVaR criteria for unbounded costs
Strong average optimality criterion for continuous-time Markov decision processes
On the adaptive control of a class of partially observed Markov decision processes
Continuous-time Markov decision processes with exponential utility
Semi-Markov control models with partially known holding times distribution: discounted and average criteria
Estimates of stability of Markov control processes with unbounded costs.
Approximation and estimation in Markov control processes under a discounted criterion.
On convergence of value iteration for a class of total cost Markov decision processes
Continuous-time Markov decision processes with state-dependent discount factors
Nonhomogeneous Markov processes
On discounted dynamic programming with constraints
On the optimality equation for average cost Markov control processes with Feller transition probabilities
Construction of discrete time shadow price
On polynomial cases of the unichain classification problem for Markov decision processes
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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