scientific article; zbMATH DE number 3333895
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Publication:5611539
Markov renewal processes, semi-Markov processes (60K15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Linear programming (90C05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)
Cited in
(55)- Linear programming formulations of Markov decision processes
- Fixed point theorems for discounted finite Markov decision processes
- Implementation and analysis of alternative algorithms for generalized shortest path problems
- Weighting factor extensions for finite multiple objective vector minimization problems
- Repair limit replacement
- Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion
- Duality theorem in Markovian decision problems
- Functional equations in dynamic programming
- Reformulation of the linear program for completely ergodic MDPs with average cost criteria
- A convex programming-based algorithm for mean payoff stochastic games with perfect information
- A three-person deterministic graphical game without Nash equilibria
- Approximation schemes for stochastic mean payoff games with perfect information and few random positions
- Weighted discounted Markov decision processes with perturbation
- Mathematical models of risk control for regenerating Markov processes
- A time-replacement policy for multistate systems with aging components under maintenance, from a component perspective
- Optimal selection of obsolescence mitigation strategies using a restless bandit model
- On Nash-solvability in pure stationary strategies of the deterministic \(n\)-person games with perfect information and mean or total effective cost
- On discounted approximations of undiscounted stochastic games and Markov decision processes with limited randomness
- Fuzzy optimality relation for perceptive MDPs-the average case
- Credibilistic Markov decision processes: The average case
- On the solvability of Bellman's functional equation for a Markovian decision process
- Optimal control of production time of perishable inventory system with finite source of customers
- A potential reduction algorithm for two-person zero-sum mean payoff stochastic games
- Optimal control policy of an inventory system with postponed demand
- The structure of the functional of accumulation defined on a trajectory of semi-Markov process with a finite set of states
- Stochastic mean payoff games: smoothed analysis and approximation schemes
- Optimization of system availability for a multi-state preventive maintenance model from the perspective of a system's components
- A recursive algorithm in Markovian decision processes
- On canonical forms for zero-sum stochastic mean payoff games
- The dynamics of pension funds in a stochastic environment
- Discounted semi-Markov decision processes: linear programming and policy iteration
- On Nash equilibria and improvement cycles in pure positional strategies for chess-like and backgammon-like \(n\)-person games
- A set of successive approximation methods for discounted Markovian decision problems
- Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
- Nonlinear equations and dynamic programming
- Solution of continuous-time markovian decision models using infinite linear programming
- A control policy of an inventory system with compound poisson demand
- Constrained Semi-Markov decision processes with average rewards
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Chess-like games may have no uniform Nash equilibria even in mixed strategies
- Solution of the unconditional extremum problem for a linear-fractional integral functional on a set of probability measures
- Optimal control of postponed demands in a continuous review inventory system with two types of customers
- A nested family of k-total effective rewards for positional games
- Optimal switching on and off the entire service capacity of a parallel queue
- Inventory control with unknow demand distribution: a slow‐mover case
- Optimal control of service facilities holding inventory.
- On Nash-solvability of n-person graphical games under Markov and a-priori realizations
- Towards fully probabilistic control design
- Markov decision processes and stochastic games with total effective payoff
- Dynamic risk control in multidimensional Markov models
- Fixed points for extrema of contractions
- A fuzzy approach to Markov decision processes with uncertain transition probabilities
- Optimality in Feller semi-Markov control processes
- Optimal control of service parameter for a perishable inventory system maintained at service facility with impatient customers
- Mathematical modeling of distributed catastrophic and terrorist risks
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