| Publication | Date of Publication | Type |
|---|
A constrained stochastic control problem with application to an illiquid stock position build-up
| 2024-07-05 | Paper |
Nonstationary Markov decision processes with risk probability criteria
| 2024-01-23 | Paper |
Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side
Stochastic Processes and their Applications | 2023-10-30 | Paper |
Zero-sum stochastic games with the average-value-at-risk criterion
Top | 2023-10-26 | Paper |
Optimal dividend problems with a risk probability criterion
Naval Research Logistics | 2023-10-18 | Paper |
Zero-Sum Games for Finite-Horizon Semi-Markov Processes Under the Probability Criterion
IEEE Transactions on Automatic Control | 2023-10-09 | Paper |
Maximal reliability of controlled Markov systems
| 2023-08-11 | Paper |
Zero-sum infinite-horizon discounted piecewise deterministic Markov games
Mathematical Methods of Operations Research | 2023-05-22 | Paper |
scientific article; zbMATH DE number 7652463 (Why is no real title available?)
| 2023-02-09 | Paper |
scientific article; zbMATH DE number 7652481 (Why is no real title available?)
| 2023-02-09 | Paper |
Zero-sum semi-Markov games with state-action-dependent discount factors
Discrete Event Dynamic Systems | 2022-12-14 | Paper |
Optimal stopping time on semi-Markov processes with finite horizon
Journal of Optimization Theory and Applications | 2022-07-18 | Paper |
First passage risk probability minimization for piecewise deterministic Markov decision processes
Acta Mathematicae Applicatae Sinica. English Series | 2022-07-15 | Paper |
Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
Stochastics | 2022-07-05 | Paper |
Dividend pay-out problems with the logarithmic utility
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
A survey on semi-Markov decision processes
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Correction to a proposition related to ergodicity of Markov chains
Frontiers of Mathematics in China | 2021-10-29 | Paper |
Optimal stopping time on discounted semi-Markov processes
Frontiers of Mathematics in China | 2021-08-05 | Paper |
Discounted semi-Markov games with incomplete information on one side
| 2021-07-15 | Paper |
Zero-Sum Semi-Markov Games with State-Action-Dependent Discount Factors
| 2021-03-06 | Paper |
Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap
Statistics \& Probability Letters | 2021-01-06 | Paper |
Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
Mathematics of Operations Research | 2020-09-01 | Paper |
Nonzero-sum stochastic games with probability criteria
Dynamic Games and Applications | 2020-06-30 | Paper |
Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
Discrete Event Dynamic Systems | 2020-05-06 | Paper |
Convergence of Markov decision processes with constraints and state-action dependent discount factors
Science China. Mathematics | 2020-02-28 | Paper |
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Operations Research Letters | 2020-02-11 | Paper |
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
Advances in Applied Probability | 2020-02-05 | Paper |
Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
SIAM Journal on Control and Optimization | 2019-11-27 | Paper |
$N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors
IEEE Transactions on Automatic Control | 2019-07-18 | Paper |
Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem
Journal of Optimization Theory and Applications | 2019-06-07 | Paper |
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
Operations Research Letters | 2018-08-27 | Paper |
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods
Applied Mathematics and Optimization | 2018-02-13 | Paper |
A probability criterion for zero-sum stochastic games
Journal of Dynamics and Games | 2017-12-22 | Paper |
The risk probability criterion for discounted continuous-time Markov decision processes
Discrete Event Dynamic Systems | 2017-12-18 | Paper |
A constrained optimization problem with applications to constrained MDPs
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
Constrained optimality for first passage criteria in semi-Markov decision processes
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
Constrained continuous-time Markov decision processes on the finite horizon
Applied Mathematics and Optimization | 2017-09-01 | Paper |
Mean-Variance Criteria for Finite Continuous-Time Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
First Passage Optimality for Continuous-Time Markov Decision Processes With Varying Discount Factors and History-Dependent Policies
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Constrained total undiscounted continuous-time Markov decision processes
Bernoulli | 2017-05-11 | Paper |
Optimality of mixed policies for average continuous-time Markov decision processes with constraints
Mathematics of Operations Research | 2016-11-16 | Paper |
Optimal control of stochastic fluctuations in biochemical reactions
Journal of Biological Systems | 2016-08-09 | Paper |
Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
European Journal of Operational Research | 2016-06-23 | Paper |
Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
Top | 2016-05-23 | Paper |
Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
Optimization | 2016-05-23 | Paper |
Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
Acta Mathematicae Applicatae Sinica. English Series | 2016-04-21 | Paper |
Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
Advances in Applied Probability | 2016-02-12 | Paper |
Minimum average value-at-risk for finite horizon semi-Markov decision processes in continuous time
SIAM Journal on Optimization | 2016-01-21 | Paper |
Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
Journal of Systems Science and Complexity | 2015-11-10 | Paper |
Mean-variance problems for finite horizon semi-Markov decision processes
Applied Mathematics and Optimization | 2015-10-28 | Paper |
A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
Science China. Mathematics | 2015-10-26 | Paper |
First passage optimality and variance minimisation of Markov decision processes with varying discount factors
Journal of Applied Probability | 2015-10-02 | Paper |
Another set of verifiable conditions for average Markov decision processes with Borel spaces.
Kybernetika | 2015-09-29 | Paper |
First passage Markov decision processes with constraints and varying discount factors
Frontiers of Mathematics in China | 2015-07-21 | Paper |
On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
SIAM Journal on Control and Optimization | 2015-06-10 | Paper |
Semi-Markov decision processes with variance minimization criterion
4OR | 2015-04-29 | Paper |
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Insurance Mathematics \& Economics | 2014-04-25 | Paper |
First passage problems for nonstationary discrete-time stochastic control systems
European Journal of Control | 2014-01-21 | Paper |
Constrained Markov decision processes with first passage criteria
Annals of Operations Research | 2013-09-03 | Paper |
Absorbing continuous-time Markov decision processes with total cost criteria
Advances in Applied Probability | 2013-07-11 | Paper |
Minimum risk probability for finite horizon semi-Markov decision processes
Journal of Mathematical Analysis and Applications | 2013-04-22 | Paper |
Construction and regularity of transition functions on Polish spaces under measurability conditions
Acta Mathematicae Applicatae Sinica. English Series | 2013-04-17 | Paper |
Denumerable continuous-time Markov decision processes with multiconstraints on average costs
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2013-03-13 | Paper |
Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
Science China. Mathematics | 2013-01-28 | Paper |
A mean-variance optimization problem for discounted Markov decision processes
European Journal of Operational Research | 2012-12-29 | Paper |
Continuous-time Markov decision processes with state-dependent discount factors
Acta Applicandae Mathematicae | 2012-12-07 | Paper |
New average optimality conditions for semi-Markov decision processes in Borel spaces
Journal of Optimization Theory and Applications | 2012-07-31 | Paper |
Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies
SIAM Journal on Control and Optimization | 2012-05-30 | Paper |
Finite horizon semi-Markov decision processes with application to maintenance systems
European Journal of Operational Research | 2012-05-14 | Paper |
Markov decision processes with state-dependent discount factors and unbounded rewards/costs
Operations Research Letters | 2012-04-05 | Paper |
Discounted continuous-time constrained Markov decision processes in Polish spaces
The Annals of Applied Probability | 2012-01-04 | Paper |
Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
Journal of Systems Science and Complexity | 2011-11-17 | Paper |
Performance analysis for controlled semi-Markov systems with application to maintenance
Journal of Optimization Theory and Applications | 2011-10-11 | Paper |
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
Systems \& Control Letters | 2011-07-27 | Paper |
New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
Science China. Mathematics | 2011-07-01 | Paper |
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Mathematics of Operations Research | 2011-04-27 | Paper |
First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
Acta Mathematicae Applicatae Sinica. English Series | 2011-04-08 | Paper |
New discount and average optimality conditions for continuous-time Markov decision processes
Advances in Applied Probability | 2011-02-09 | Paper |
Discounted semi-Markov decision processes with nonnegative costs
| 2011-02-05 | Paper |
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
International Journal of Control | 2010-11-19 | Paper |
Average optimality and constrained average optimality for controlled queuing systems
| 2010-11-05 | Paper |
New sufficient conditions for average optimality in continuous-time Markov decision processes
Mathematical Methods of Operations Research | 2010-09-21 | Paper |
Continuous-time Markov decision processes. Theory and applications
Stochastic Modelling and Applied Probability | 2009-12-03 | Paper |
Bias optimality for multichain continuous-time Markov decision processes
Operations Research Letters | 2009-11-17 | Paper |
Nonzero-sum stochastic games with unbounded discounted payoff
| 2009-11-11 | Paper |
scientific article; zbMATH DE number 5630131 (Why is no real title available?)
| 2009-11-11 | Paper |
Zero-sum stochastic games with average payoffs: new optimality conditions
Acta Mathematica Sinica, English Series | 2009-09-03 | Paper |
Optimal risk probability for first passage models in semi-Markov decision processes
Journal of Mathematical Analysis and Applications | 2009-08-05 | Paper |
Zero-sum games for nonhomogeneous Markov chains with an expected average payoff criterion
| 2008-11-24 | Paper |
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
Journal of Theoretical Probability | 2008-08-21 | Paper |
A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
Stochastic Analysis and Applications | 2008-06-12 | Paper |
Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
Mathematics of Operations Research | 2008-05-27 | Paper |
Constrained continuous-time Markov decision processes with average criteria
Mathematical Methods of Operations Research | 2008-05-05 | Paper |
Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Stochastic Analysis and Applications | 2008-04-29 | Paper |
Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
Advances in Applied Probability | 2007-11-12 | Paper |
A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
Top | 2007-08-08 | Paper |
Average optimality for continuous-time Markov decision processes in Polish spaces
The Annals of Applied Probability | 2007-08-08 | Paper |
Markov Decision Processes with Variance Minimization: A New Condition and Approach
Stochastic Analysis and Applications | 2007-06-27 | Paper |
A semimartingale characterization of average optimal stationary policies for Markov decision processes
Journal of Applied Mathematics and Stochastic Analysis | 2007-03-19 | Paper |
Average optimality for Markov decision processes in borel spaces: a new condition and approach
Journal of Applied Probability | 2006-11-16 | Paper |
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
Bernoulli | 2006-11-06 | Paper |
Another set of conditions for Markov decision processes with average sample-path costs
Journal of Mathematical Analysis and Applications | 2006-09-28 | Paper |
Value iteration for average cost Markov decision processes in Borel spaces
Applied Mathematics Research eXpress | 2006-04-06 | Paper |
A class of multi-dimensional random walks in random environments
| 2006-02-21 | Paper |
Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
Mathematical Methods of Operations Research | 2005-11-24 | Paper |
Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
Journal of Applied Probability | 2005-10-18 | Paper |
Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
Stochastic Analysis and Applications | 2005-10-18 | Paper |
Robust disturbance attenuation for discrete‐time active fault tolerant control systems with uncertainties
Optimal Control Applications \& Methods | 2005-10-13 | Paper |
Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
scientific article; zbMATH DE number 2189771 (Why is no real title available?)
| 2005-08-01 | Paper |
scientific article; zbMATH DE number 2189775 (Why is no real title available?)
| 2005-08-01 | Paper |
A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
Automatica | 2005-01-31 | Paper |
Continuous-time controlled Markov chains with discounted rewards
Acta Applicandae Mathematicae | 2004-01-05 | Paper |
scientific article; zbMATH DE number 1751447 (Why is no real title available?)
| 2003-11-30 | Paper |
Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
Journal of Applied Probability | 2003-11-17 | Paper |
A new strong optimality criterion for nonstationary Markov decision processes
Mathematical Methods of Operations Research | 2003-08-07 | Paper |
Continuous-time controlled Markov chains.
The Annals of Applied Probability | 2003-05-06 | Paper |
Constrained Continuous-Time Markov Control Processes with Discounted Criteria
Stochastic Analysis and Applications | 2003-03-25 | Paper |
Minimax control for discrete-time time-varying stochastic systems
Automatica | 2003-02-17 | Paper |
scientific article; zbMATH DE number 1829649 (Why is no real title available?)
| 2002-11-14 | Paper |
scientific article; zbMATH DE number 1829768 (Why is no real title available?)
| 2002-11-14 | Paper |
scientific article; zbMATH DE number 1829519 (Why is no real title available?)
| 2002-11-14 | Paper |
Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
Journal of Applied Probability | 2002-11-06 | Paper |
A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
scientific article; zbMATH DE number 1506671 (Why is no real title available?)
| 2001-12-09 | Paper |
Nonhomogeneous Markov decision processes with Borel state space -- the average criterion with nonuniformly bounded rewards.
Mathematics of Operations Research | 2001-11-26 | Paper |
STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS*
Stochastic Analysis and Applications | 2001-09-02 | Paper |
Limiting average criteria for nonstationary Markov decision processes
SIAM Journal on Optimization | 2001-06-21 | Paper |
scientific article; zbMATH DE number 1559267 (Why is no real title available?)
| 2001-01-31 | Paper |
scientific article; zbMATH DE number 1536457 (Why is no real title available?)
| 2000-11-28 | Paper |
scientific article; zbMATH DE number 1500169 (Why is no real title available?)
| 2000-11-23 | Paper |
scientific article; zbMATH DE number 1500200 (Why is no real title available?)
| 2000-09-04 | Paper |
Constrained denumerable state non-stationary MDPs with expected total reward criterion
Acta Mathematicae Applicatae Sinica. English Series | 2000-06-21 | Paper |
Nonstationary denumerable state Markov decision processes -- with average variance criterion
Mathematical Methods of Operations Research | 1999-09-07 | Paper |
scientific article; zbMATH DE number 1275188 (Why is no real title available?)
| 1999-05-26 | Paper |
scientific article; zbMATH DE number 903064 (Why is no real title available?)
| 1996-07-15 | Paper |
scientific article; zbMATH DE number 713475 (Why is no real title available?)
| 1995-01-19 | Paper |
scientific article; zbMATH DE number 465368 (Why is no real title available?)
| 1994-01-10 | Paper |
scientific article; zbMATH DE number 221413 (Why is no real title available?)
| 1993-06-29 | Paper |
scientific article; zbMATH DE number 57516 (Why is no real title available?)
| 1992-09-27 | Paper |
scientific article; zbMATH DE number 4199996 (Why is no real title available?)
| 1989-01-01 | Paper |
