scientific article; zbMATH DE number 977051
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- Asymptotic optimality of tracking policies in stochastic networks.
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- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
- Optimal stopping time on semi-Markov processes with finite horizon
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- On risk-sensitive piecewise deterministic Markov decision processes
- The queueing system \(M_{2}^{X}/M/n\) with hysteretic control of the input flow intensity
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
- Mean-semivariance optimality for continuous-time Markov decision processes
- Semi-Markov decision processes with variance minimization criterion
- A two phase batch arrival retrial queueing system with Bernoulli vacation schedule
- Optimization of queuing system via stochastic control
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Constrained continuous-time Markov decision processes on the finite horizon
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- Continuous-time constrained stochastic games with average criteria
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- Queuing systems with cyclic control processes
- Average stochastic games for continuous-time jump processes
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Absorbing continuous-time Markov decision processes with total cost criteria
- New discount and average optimality conditions for continuous-time Markov decision processes
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- An overview for Markov decision processes in queues and networks
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- Potentials method for M/G/1/m systems with hysteretic operating strategies
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Optimal Design of Queueing Systems
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- Forward recursion for markov decision processes with skip‐free‐to‐the‐right transitions part ii: non‐standard applications
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Value function approximation in complex queueing systems
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Decentralized Regulation of a Queue
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
- Kolmogorov's equations for jump Markov processes and their applications to control problems
- Constrained average stochastic games with continuous-time independent state processes
- Optimal control problem regularization for the Markov process with finite number of states and constraints
- Sufficiency of Markov policies for continuous-time jump Markov decision processes
- Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
- Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
- Average optimality for continuous-time Markov decision processes under weak continuity conditions
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
- Optimization of admission control in tandem queue with heterogeneous customers and pre-service
- On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only
- Finite approximation for finite-horizon continuous-time Markov decision processes
- On a Slow Server Problem
- Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
- Continuous-time Markov decision processes with exponential utility
- Optimal switching on and off the entire service capacity of a parallel queue
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
- Convex stochastic fluid programs with average cost.
- Two‐class constrained optimization with applications to queueing control
- Optimal service rates of a queueing inventory system with finite waiting hall, arbitrary service times and positive lead times
- On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Constrained absorbing continuous-time stochastic games
- Noncontextual Pauli Hamiltonians
- Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
- Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces
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