scientific article; zbMATH DE number 837313
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Publication:4863593
zbMATH Open0840.93001MaRDI QIDQ4863593FDOQ4863593
Authors: Onésimo Hernández-Lerma, Jean B. Lasserre 
Publication date: 23 January 1996
Title of this publication is not available (Why is that?)
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- Stochastic optimal control problems of discrete‐time Markov jump systems
dynamic programmingdiscounted costaverage costoptimal policiesdiscrete-time Markov control processes
Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited In (96)
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- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
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- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Computing near-optimal policies in generalized joint replenishment
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
- A consumption-investment problem modelled as a discounted Markov decision process
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- Approximate dynamic programming techniques for the control of time-varying queuing systems applied to call centers with abandonments and retrials
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
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- New average optimality conditions for semi-Markov decision processes in Borel spaces
- Optimal mixing of Markov decision rules for MDP control
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Optimal strategies for a fishery model applied to utility functions
- Computing controlled invariant sets from data using convex optimization
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs
- Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
- Markov decision processes with quasi-hyperbolic discounting
- On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
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- Maximizing the probability of attaining a target prior to extinction
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion
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- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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- Strong average optimality criterion for continuous-time Markov decision processes
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- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
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- Discounted continuous-time constrained Markov decision processes in Polish spaces
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces
- Markov decision processes associated with two threshold probability criteria
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs
- Dynamic admission and service rate control of a queue
- The role of information in system stability with partially observable servers
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- Discounted Markov control processes induced by deterministic systems
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
- Constrained Markov decision processes with first passage criteria
- A version of the Euler equation in discounted Markov decision processes
- Application of average dynamic programming to inventory systems
- A convex analytic approach to risk-aware Markov decision processes
- The Lagrange approach to infinite linear programs
- Constrained continuous-time Markov decision processes on the finite horizon
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
- The risk probability criterion for discounted continuous-time Markov decision processes
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
- Bellman equations for scalar linear convex stochastic control problems
- Zero-sum semi-Markov games with state-action-dependent discount factors
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Performance bounds and suboptimal policies for linear stochastic control via LMIs
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- Bayesian estimation of the mean holding time in average semi-Markov control processes
- Short Communication: Existence of Markov Equilibrium Control in Discrete Time
- On Markov perfect equilibria in discounted stochastic ARAT games
- Nowak's Theorem on Probability Measures Induced by Strategies Revisited
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- Solutions of semi-Markov control models with recursive discount rates and approximation by \(\epsilon\)-optimal policies.
- Ergodic control-coding capacity of stochastic control systems: information signalling and hierarchical optimality of Gaussian systems
- An algorithm to construct subsolutions of convex optimal control problems
- Dynamic programming subject to total variation distance ambiguity
- A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
- Partially observed discrete-time risk-sensitive mean field games
- Rationally inattentive control of Markov processes
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
- Discrete-time average-cost mean-field games on Polish spaces
- On the existence of optimal policies for a class of static and sequential dynamic teams
- A Moreau-Yosida regularization for Markov decision processes
- Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
- A universal dynamic program and refined existence results for decentralized stochastic control
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
- Two-person zero-sum stochastic games with varying discount factors
- On stochastic stability of a class of non-Markovian processes and applications in quantization
- Approximations and optimal control for state-dependent limited processor sharing queues
- Local Poisson equations associated with discrete-time Markov control processes
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- Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems
- Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation
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