Prasad, Amritha; Hudack, Jeffrey; Mou, Shaoshuai; Sundaram, Shreyas Policies for risk-aware sensor data collection by mobile agents. (English) Zbl 1497.93153 Automatica 142, Article ID 110391, 11 p. (2022). Reviewer: Kurt Marti (München) MSC: 93C85 93A16 90C15 PDFBibTeX XMLCite \textit{A. Prasad} et al., Automatica 142, Article ID 110391, 11 p. (2022; Zbl 1497.93153) Full Text: DOI
Dufour, François; Genadot, Alexandre A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion. (English) Zbl 1452.90316 SIAM J. Control Optim. 58, No. 4, 2535-2566 (2020). MSC: 90C40 90C25 60J10 PDFBibTeX XMLCite \textit{F. Dufour} and \textit{A. Genadot}, SIAM J. Control Optim. 58, No. 4, 2535--2566 (2020; Zbl 1452.90316) Full Text: DOI arXiv
Dufour, F.; Genadot, A. On the expected total reward with unbounded returns for Markov decision processes. (English) Zbl 1441.90176 Appl. Math. Optim. 82, No. 2, 433-450 (2020). MSC: 90C40 60J05 PDFBibTeX XMLCite \textit{F. Dufour} and \textit{A. Genadot}, Appl. Math. Optim. 82, No. 2, 433--450 (2020; Zbl 1441.90176) Full Text: DOI arXiv
Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. (English) Zbl 1452.93037 SIAM J. Control Optim. 58, No. 4, 2312-2331 (2020). MSC: 93E03 93C15 60H10 PDFBibTeX XMLCite \textit{S. V. Anulova} et al., SIAM J. Control Optim. 58, No. 4, 2312--2331 (2020; Zbl 1452.93037) Full Text: DOI arXiv
Jaskiewicz, Anna; Nowak, Andrzej S. Constrained Markov decision processes with expected total reward criteria. (English) Zbl 1421.90161 SIAM J. Control Optim. 57, No. 5, 3118-3136 (2019). MSC: 90C40 PDFBibTeX XMLCite \textit{A. Jaskiewicz} and \textit{A. S. Nowak}, SIAM J. Control Optim. 57, No. 5, 3118--3136 (2019; Zbl 1421.90161) Full Text: DOI
Etessami, Kousha; Wojtczak, Dominik; Yannakakis, Mihalis Recursive stochastic games with positive rewards. (English) Zbl 1431.91022 Theor. Comput. Sci. 777, 308-328 (2019). Reviewer: Tadeusz Radzik (Jelenia Góra) MSC: 91A15 91A68 68Q25 90C40 PDFBibTeX XMLCite \textit{K. Etessami} et al., Theor. Comput. Sci. 777, 308--328 (2019; Zbl 1431.91022) Full Text: DOI Link
Dendievel, Sarah; Hautphenne, Sophie; Latouche, Guy; Taylor, Peter G. The time-dependent expected reward and deviation matrix of a finite QBD process. (English) Zbl 1414.60066 Linear Algebra Appl. 570, 61-92 (2019). MSC: 60J27 15A24 47A55 15A09 90B22 PDFBibTeX XMLCite \textit{S. Dendievel} et al., Linear Algebra Appl. 570, 61--92 (2019; Zbl 1414.60066) Full Text: DOI arXiv
Wang, Wenna; Sun, Hao; van den Brink, René; Xu, Genjiu The family of ideal values for cooperative games. (English) Zbl 1419.91060 J. Optim. Theory Appl. 180, No. 3, 1065-1086 (2019). MSC: 91A12 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Optim. Theory Appl. 180, No. 3, 1065--1086 (2019; Zbl 1419.91060) Full Text: DOI Link
Suñé, Víctor Computing the expected Markov reward rates with stationarity detection and relative error control. (English) Zbl 1370.60130 Methodol. Comput. Appl. Probab. 19, No. 2, 445-485 (2017). MSC: 60J28 60J27 60J22 65C40 PDFBibTeX XMLCite \textit{V. Suñé}, Methodol. Comput. Appl. Probab. 19, No. 2, 445--485 (2017; Zbl 1370.60130) Full Text: DOI Link
Gordienko, Evgueni; Martinez, Jaime; Ruiz de Chavez, Juan Stability estimation of transient Markov decision processes. (English) Zbl 1501.90108 Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 157-176 (2015). MSC: 90C40 90C31 PDFBibTeX XMLCite \textit{E. Gordienko} et al., Prog. Probab. 69, 157--176 (2015; Zbl 1501.90108) Full Text: DOI
Zhong, Shiquan; Jia, Ning; Ma, Shoufeng Iterated snowdrift game among mobile agents with myopic expected-reward based decision rule: numerical and analytical research. (English) Zbl 1402.91037 Physica A 414, 6-18 (2014). MSC: 91A22 PDFBibTeX XMLCite \textit{S. Zhong} et al., Physica A 414, 6--18 (2014; Zbl 1402.91037) Full Text: DOI
Huang, Yonghui; Li, Zhongfei; Guo, Xianping Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. (English) Zbl 1408.90310 Oper. Res. Lett. 42, No. 2, 123-129 (2014). MSC: 90C40 60K15 93E20 90C05 PDFBibTeX XMLCite \textit{Y. Huang} et al., Oper. Res. Lett. 42, No. 2, 123--129 (2014; Zbl 1408.90310) Full Text: DOI
Zhu, Quanxin; Guo, Xianping Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes. (English) Zbl 1327.93424 J. Syst. Sci. Complex. 27, No. 5, 1045-1063 (2014). MSC: 93E20 60J05 PDFBibTeX XMLCite \textit{Q. Zhu} and \textit{X. Guo}, J. Syst. Sci. Complex. 27, No. 5, 1045--1063 (2014; Zbl 1327.93424) Full Text: DOI
Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl; Sladký, Karel A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion. (English) Zbl 1302.90241 J. Optim. Theory Appl. 163, No. 2, 674-684 (2014). MSC: 90C40 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} et al., J. Optim. Theory Appl. 163, No. 2, 674--684 (2014; Zbl 1302.90241) Full Text: DOI
Huang, Yonghui; Wei, Qingda; Guo, Xianping Constrained Markov decision processes with first passage criteria. (English) Zbl 1271.90104 Ann. Oper. Res. 206, 197-219 (2013). MSC: 90C40 PDFBibTeX XMLCite \textit{Y. Huang} et al., Ann. Oper. Res. 206, 197--219 (2013; Zbl 1271.90104) Full Text: DOI
Feng, Tianke; Hartman, Joseph C. The sequential stochastic assignment problem with postponement options. (English) Zbl 1273.90106 Probab. Eng. Inf. Sci. 27, No. 1, 25-51 (2013). MSC: 90B80 90B25 91B06 PDFBibTeX XMLCite \textit{T. Feng} and \textit{J. C. Hartman}, Probab. Eng. Inf. Sci. 27, No. 1, 25--51 (2013; Zbl 1273.90106) Full Text: DOI
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo Selected topics on continuous-time controlled Markov chains and Markov games. (English) Zbl 1269.60004 ICP Advanced Texts in Mathematics 5. Hackensack, NJ: World Scientific (ISBN 978-1-84816-848-0/hbk; 978-1-84816-849-7/ebook). xi, 279 p. (2012). Reviewer: Joost-Pieter Katoen (Aachen) MSC: 60-02 60J27 60J28 91A60 PDFBibTeX XMLCite \textit{T. Prieto-Rumeau} and \textit{O. Hernández-Lerma}, Selected topics on continuous-time controlled Markov chains and Markov games. Hackensack, NJ: World Scientific (2012; Zbl 1269.60004) Full Text: DOI Link
Diko, Peter; Usábel, Miguel A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. (English) Zbl 1218.91075 Insur. Math. Econ. 49, No. 1, 126-131 (2011). MSC: 91B30 60J70 60K10 PDFBibTeX XMLCite \textit{P. Diko} and \textit{M. Usábel}, Insur. Math. Econ. 49, No. 1, 126--131 (2011; Zbl 1218.91075) Full Text: DOI
Bäuerle, Nicole; Rieder, Ulrich Markov decision processes with applications to finance. (English) Zbl 1236.90004 Universitext. Berlin: Springer (ISBN 978-3-642-18323-2/pbk; 978-3-642-18324-9/ebook). xvi, 388 p. (2011). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 90-02 91-02 90C40 91G80 91G70 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{U. Rieder}, Markov decision processes with applications to finance. Berlin: Springer (2011; Zbl 1236.90004) Full Text: DOI
Ding, Yi; Lisnianski, Anatoly; Frenkel, Ilia; Khvatskin, Lev Optimal corrective maintenance contract planning for aging multi-state system. (English) Zbl 1224.90051 Appl. Stoch. Models Bus. Ind. 25, No. 5, 612-631 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 90B25 PDFBibTeX XMLCite \textit{Y. Ding} et al., Appl. Stoch. Models Bus. Ind. 25, No. 5, 612--631 (2009; Zbl 1224.90051) Full Text: DOI
Zhu, Quanxin; Prieto-Rumeau, Tomás Bias and overtaking optimality for continuous-time jump Markov decision processes in Polish spaces. (English) Zbl 1189.90187 J. Appl. Probab. 45, No. 2, 417-429 (2008). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{Q. Zhu} and \textit{T. Prieto-Rumeau}, J. Appl. Probab. 45, No. 2, 417--429 (2008; Zbl 1189.90187) Full Text: DOI
Zhao, Ruiqing; Tang, Wansheng; Wang, Cheng Fuzzy random renewal process and renewal reward process. (English) Zbl 1138.60057 Fuzzy Optim. Decis. Mak. 6, No. 3, 279-295 (2007). Reviewer: Wolfgang Näther (Freiberg) MSC: 60K05 PDFBibTeX XMLCite \textit{R. Zhao} et al., Fuzzy Optim. Decis. Mak. 6, No. 3, 279--295 (2007; Zbl 1138.60057) Full Text: DOI
Kwiatkowska, M.; Norman, G.; Pacheco, A. Model checking expected time and expected reward formulae with random time bounds. (English) Zbl 1104.68067 Comput. Math. Appl. 51, No. 2, 305-316 (2006). MSC: 68Q60 60J27 PDFBibTeX XMLCite \textit{M. Kwiatkowska} et al., Comput. Math. Appl. 51, No. 2, 305--316 (2006; Zbl 1104.68067) Full Text: DOI
Hinderer, K.; Waldmann, K.-H. Algorithms for countable state Markov decision models with an absorbing set. (English) Zbl 1097.90067 SIAM J. Control Optimization 43, No. 6, 2109-2131 (2005). MSC: 90C40 90C59 PDFBibTeX XMLCite \textit{K. Hinderer} and \textit{K. H. Waldmann}, SIAM J. Control Optim. 43, No. 6, 2109--2131 (2005; Zbl 1097.90067) Full Text: DOI
Ohnishi, Masamitsu An optimal stopping problem for a geometric Brownian motion with Poissonian jumps. (English) Zbl 1049.60032 Math. Comput. Modelling 38, No. 11-12, 1381-1390 (2003). Reviewer: Yoshio Ohtsubo (Kochi) MSC: 60G40 62L15 PDFBibTeX XMLCite \textit{M. Ohnishi}, Math. Comput. Modelling 38, No. 11--12, 1381--1390 (2003; Zbl 1049.60032) Full Text: DOI
Jia, Jishen; Guo, Baini Optimal replacement policy for queuing system with repairable service station that repairing is not “as good as new”. (English) Zbl 1041.60069 Proc. Jangjeon Math. Soc. 6, No. 1, 65-70 (2003). MSC: 60K10 93E20 93C83 60K25 PDFBibTeX XMLCite \textit{J. Jia} and \textit{B. Guo}, Proc. Jangjeon Math. Soc. 6, No. 1, 65--70 (2003; Zbl 1041.60069)
Hinderer, K.; Waldmann, K.-H. The critical discount factor for finite Markovian decision processes with an absorbing set. (English) Zbl 1023.90077 Math. Methods Oper. Res. 57, No. 1, 1-19 (2003). MSC: 90C40 47J10 PDFBibTeX XMLCite \textit{K. Hinderer} and \textit{K. H. Waldmann}, Math. Methods Oper. Res. 57, No. 1, 1--19 (2003; Zbl 1023.90077) Full Text: DOI
Jia, Jishen; Qiao, Baomin; Zhang, Yuanlin A geometric process repair model for the repairable system consisting of one component. (English) Zbl 0991.90042 Chin. Q. J. Math. 16, No. 4, 76-82 (2001). MSC: 90B25 60K10 PDFBibTeX XMLCite \textit{J. Jia} et al., Chin. Q. J. Math. 16, No. 4, 76--82 (2001; Zbl 0991.90042)
Jones, Martin L.; Koo, Reginald The disadvantage of too much success. (English) Zbl 1008.60020 Math. Mag. 74, No. 2, 136-140 (2001). Reviewer: Neculai Curteanu (Iaşi) MSC: 60C05 91A15 91A35 PDFBibTeX XMLCite \textit{M. L. Jones} and \textit{R. Koo}, Math. Mag. 74, No. 2, 136--140 (2001; Zbl 1008.60020) Full Text: DOI
Bonner, Richard F.; Fedyszak-Koszela, Anna When to stop learning? Bounding the stopping time in the PAC model. (English) Zbl 0971.91043 Theory Stoch. Process. 7(23), No. 1-2, 5-12 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B44 91B70 PDFBibTeX XMLCite \textit{R. F. Bonner} and \textit{A. Fedyszak-Koszela}, Theory Stoch. Process. 7(23), No. 1--2, 5--12 (2001; Zbl 0971.91043)
Cavazos-Cadena, Rolando; Montes-de-Oca, Raúl Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces. (English) Zbl 1038.90087 Math. Methods Oper. Res. 52, No. 1, 133-167 (2000). MSC: 90C39 91B30 91B16 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} and \textit{R. Montes-de-Oca}, Math. Methods Oper. Res. 52, No. 1, 133--167 (2000; Zbl 1038.90087) Full Text: DOI
Cavazos-Cadena, Rolando; Feinberg, Eugene A.; Montes-De-Oca, Raúl A note on the existence of optimal policies in total reward dynamic programs with compact action sets. (English) Zbl 1073.90566 Math. Oper. Res. 25, No. 4, 657-666 (2000). MSC: 90C40 90C39 60J05 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} et al., Math. Oper. Res. 25, No. 4, 657--666 (2000; Zbl 1073.90566) Full Text: DOI
Csenki, Attila Asymptotics for renewal-reward processes with retrospective reward structure. (English) Zbl 0968.60081 Oper. Res. Lett. 26, No. 5, 201-209 (2000). MSC: 60K05 PDFBibTeX XMLCite \textit{A. Csenki}, Oper. Res. Lett. 26, No. 5, 201--209 (2000; Zbl 0968.60081) Full Text: DOI
Guo, Xianping Constrained denumerable state non-stationary MDPs with expected total reward criterion. (English) Zbl 0971.90102 Acta Math. Appl. Sin., Engl. Ser. 16, No. 2, 205-212 (2000). MSC: 90C40 PDFBibTeX XMLCite \textit{X. Guo}, Acta Math. Appl. Sin., Engl. Ser. 16, No. 2, 205--212 (2000; Zbl 0971.90102) Full Text: DOI
Hohzaki, Ryusuke; Iida, Koji; Teramoto, Masayoshi Optimal search for a moving target with no time information maximizing the expected reward. (English) Zbl 0998.90515 J. Oper. Res. Soc. Japan 42, No. 2, 167-179 (1999). MSC: 90B40 90C25 91A24 PDFBibTeX XMLCite \textit{R. Hohzaki} et al., J. Oper. Res. Soc. Japan 42, No. 2, 167--179 (1999; Zbl 0998.90515) Full Text: DOI
Lam, Yeh An optimal maintenance model for a combination of secondhand-new or outdated-updated system. (English) Zbl 0946.90011 Eur. J. Oper. Res. 119, No. 3, 739-752 (1999). MSC: 90B25 90C40 62M05 PDFBibTeX XMLCite \textit{Y. Lam}, Eur. J. Oper. Res. 119, No. 3, 739--752 (1999; Zbl 0946.90011) Full Text: DOI
Cavazos-Cadena, Rolando; Montes-De-Oca, Raúl Nearly optimal stationary policies in negative dynamic programming. (English) Zbl 0937.90114 Math. Methods Oper. Res. 49, No. 3, 441-456 (1999). MSC: 90C40 90C39 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena} and \textit{R. Montes-De-Oca}, Math. Methods Oper. Res. 49, No. 3, 441--456 (1999; Zbl 0937.90114) Full Text: DOI
Guo, Xianping Nonstationary denumerable state Markov decision processes – with average variance criterion. (English) Zbl 1016.90071 Math. Methods Oper. Res. 49, No. 1, 87-96 (1999). MSC: 90C40 62M05 PDFBibTeX XMLCite \textit{X. Guo}, Math. Methods Oper. Res. 49, No. 1, 87--96 (1999; Zbl 1016.90071)
Leu, Cheng-Shiun; Levin, Bruce Proof of a lower bound formula for the expected reward in the Levin-Robbins sequential elimination procedure. (English) Zbl 0931.62067 Sequential Anal. 18, No. 2, 81-105 (1999). MSC: 62L10 62L12 PDFBibTeX XMLCite \textit{C.-S. Leu} and \textit{B. Levin}, Sequential Anal. 18, No. 2, 81--105 (1999; Zbl 0931.62067) Full Text: DOI
Lee, Shen-Ming; Yeh, Tzu-Sheng Approximations to optimal stopping rules for gamma random variables with unknown scale parameter. (English) Zbl 0869.62055 Soochow J. Math. 23, No. 1, 41-52 (1997). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{S.-M. Lee} and \textit{T.-S. Yeh}, Soochow J. Math. 23, No. 1, 41--52 (1997; Zbl 0869.62055)
Burnetas, Apostolos N.; Katehakis, Michael N. On confidence intervals from simulation of finite Markov chains. (English) Zbl 0889.90153 Math. Methods Oper. Res. 46, No. 2, 241-250 (1997). MSC: 90C40 60J10 PDFBibTeX XMLCite \textit{A. N. Burnetas} and \textit{M. N. Katehakis}, Math. Methods Oper. Res. 46, No. 2, 241--250 (1997; Zbl 0889.90153) Full Text: DOI
Sato, Masahiro A stochastic sequential allocation problem where the resources can be replenished. (English) Zbl 0883.90070 J. Oper. Res. Soc. Japan 40, No. 2, 206-219 (1997). MSC: 90B50 PDFBibTeX XMLCite \textit{M. Sato}, J. Oper. Res. Soc. Japan 40, No. 2, 206--219 (1997; Zbl 0883.90070) Full Text: DOI
Burnetas, Apostolos N.; Katehakis, Michael N. Optimal adaptive policies for Markov decision processes. (English) Zbl 0871.90103 Math. Oper. Res. 22, No. 1, 222-255 (1997). MSC: 90C40 62L12 PDFBibTeX XMLCite \textit{A. N. Burnetas} and \textit{M. N. Katehakis}, Math. Oper. Res. 22, No. 1, 222--255 (1997; Zbl 0871.90103) Full Text: DOI
Liu, Jianyong; Huang, Siming; Hu, Guanghua On discounted Markov decision programming with multi-vector constraints. (English) Zbl 0853.90120 Chin. Sci. Bull. 41, No. 3, 202-207 (1996). Reviewer: J.Liu (Beijing, PR China) MSC: 90C40 PDFBibTeX XMLCite \textit{J. Liu} et al., Chin. Sci. Bull. 41, No. 3, 202--207 (1996; Zbl 0853.90120)
Cavazos-Cadena, Rolando Undiscounted value iteration in stable Markov decision chains with bounded rewards. (English) Zbl 0844.90105 J. Math. Syst. Estim. Control 6, No. 2, 243-246 (1996). MSC: 90C40 60J99 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena}, J. Math. Syst. Estim. Control 6, No. 2, 243--246 (1996; Zbl 0844.90105)
Zhang, Yuanlin; Jia, Jishen An optimal replacement model for a repairable system. (Chinese. English summary) Zbl 0946.60083 Math. Appl. 9, No. 2, 180-184 (1996). MSC: 60K10 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{J. Jia}, Math. Appl. 9, No. 2, 180--184 (1996; Zbl 0946.60083)
Yoshida, Y. An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards. (English) Zbl 0870.60040 Comput. Math. Appl. 32, No. 10, 17-28 (1996). MSC: 60G40 03E72 PDFBibTeX XMLCite \textit{Y. Yoshida}, Comput. Math. Appl. 32, No. 10, 17--28 (1996; Zbl 0870.60040) Full Text: DOI
Lee, Shen-Ming Approximations to optimal stopping rules for normal random variables with unknown mean and variance. (English) Zbl 0831.62056 Chin. J. Math. 23, No. 2, 141-154 (1995). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{S.-M. Lee}, Chin. J. Math. 23, No. 2, 141--154 (1995; Zbl 0831.62056)
Stidham, Shaler jun. Successive approximations for Markovian decision processes with unbounded rewards: A review. (English) Zbl 0856.90123 Kelly, F. P. (ed.), Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. Wiley Series in Probability and Mathematical Statistics. Probability and Mathematical Statistics. 467-483 (1994). MSC: 90C40 PDFBibTeX XMLCite \textit{S. Stidham jun.}, in: Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. 467--483 (1994; Zbl 0856.90123)
Kelly, F. P. Bounds on the performance of dynamic routing schemes for highly connected networks. (English) Zbl 0809.90048 Math. Oper. Res. 19, No. 1, 1-20 (1994). Reviewer: W.Henderson (Adelaide) MSC: 90B18 90B06 90C40 60K30 90B15 PDFBibTeX XMLCite \textit{F. P. Kelly}, Math. Oper. Res. 19, No. 1, 1--20 (1994; Zbl 0809.90048) Full Text: DOI
White, D. J. A mathematical programming approach to a problem in variance penalised Markov decision processes. (English) Zbl 0793.90092 OR Spektrum 15, No. 4, 225-230 (1994). MSC: 90C40 PDFBibTeX XMLCite \textit{D. J. White}, OR Spektrum 15, No. 4, 225--230 (1994; Zbl 0793.90092) Full Text: DOI
Guo, Xianping The non-stationary Markov decision model with a constraint. (Chinese. English summary) Zbl 0782.90094 Acta Sci. Nat. Univ. Norm. Hunanensis 16, No. 2, 107-113 (1993). MSC: 90C40 PDFBibTeX XMLCite \textit{X. Guo}, Acta Sci. Nat. Univ. Norm. Hunanensis 16, No. 2, 107--113 (1993; Zbl 0782.90094)
Stadje, Wolfgang Optimal selection of R&D projects. (English) Zbl 0794.90028 Appl. Math. Optimization 28, No. 2, 149-160 (1993). MSC: 90B50 90C39 PDFBibTeX XMLCite \textit{W. Stadje}, Appl. Math. Optim. 28, No. 2, 149--160 (1993; Zbl 0794.90028) Full Text: DOI
White, D. J. Markov decision processes: Discounted expected reward or average expected reward? (English) Zbl 0780.90109 J. Math. Anal. Appl. 172, No. 2, 375-384 (1993). MSC: 90C40 PDFBibTeX XMLCite \textit{D. J. White}, J. Math. Anal. Appl. 172, No. 2, 375--384 (1993; Zbl 0780.90109) Full Text: DOI
Collins, E. J.; McNamara, J. M. The job-search problem with competition: An evolutionarily stable dynamic strategy. (English) Zbl 0772.62050 Adv. Appl. Probab. 25, No. 2, 314-333 (1993). MSC: 62L15 91A80 91A06 91A40 PDFBibTeX XMLCite \textit{E. J. Collins} and \textit{J. M. McNamara}, Adv. Appl. Probab. 25, No. 2, 314--333 (1993; Zbl 0772.62050) Full Text: DOI
Hill, T. P.; Kennedy, D. P. Sharp inequalities for optimal stopping with rewards based on ranks. (English) Zbl 0758.60041 Ann. Appl. Probab. 2, No. 2, 503-517 (1992). Reviewer: A.Irle (Kiel) MSC: 60G40 PDFBibTeX XMLCite \textit{T. P. Hill} and \textit{D. P. Kennedy}, Ann. Appl. Probab. 2, No. 2, 503--517 (1992; Zbl 0758.60041) Full Text: DOI
Schäl, Manfred On the second optimality equation for semi-Markov decision models. (English) Zbl 0773.90091 Math. Oper. Res. 17, No. 2, 470-486 (1992). Reviewer: P.Neumann (Dresden) MSC: 90C40 PDFBibTeX XMLCite \textit{M. Schäl}, Math. Oper. Res. 17, No. 2, 470--486 (1992; Zbl 0773.90091) Full Text: DOI
Haviv, Moshe; Puterman, Martin L. Estimating the value of a discounted reward process. (English) Zbl 0771.62043 Oper. Res. Lett. 11, No. 5, 267-272 (1992). Reviewer: P.H.Müller (Dresden) MSC: 62H12 90C40 62M99 PDFBibTeX XMLCite \textit{M. Haviv} and \textit{M. L. Puterman}, Oper. Res. Lett. 11, No. 5, 267--272 (1992; Zbl 0771.62043) Full Text: DOI
Yushkevich, A. A. On a two-armed bandit problem with both continuous and impulse actions and discounted rewards. (English) Zbl 0806.90126 Cinlar, E. (ed.) et al., Seminar on stochastic processes, 1992. Held at the Univ. of Washington, DC, USA, March 26-28, 1992. Basel: Birkhäuser. Prog. Probab. 33, 249-266 (1992). Reviewer: K.-H.Waldmann (Karlsruhe) MSC: 90C39 PDFBibTeX XMLCite \textit{A. A. Yushkevich}, Prog. Probab. 33, 249--266 (1992; Zbl 0806.90126)
Blanc, J. P. C.; De Waal, Peter R.; Nain, Philippe; Towsley, Donald Optimal control of admission to a multiserver queue with two arrival streams. (English) Zbl 0767.90015 IEEE Trans. Autom. Control 37, No. 6, 785-797 (1992). Reviewer: P.R.Parthasarathy (Madras) MSC: 90B22 60K25 90C39 PDFBibTeX XMLCite \textit{J. P. C. Blanc} et al., IEEE Trans. Autom. Control 37, No. 6, 785--797 (1992; Zbl 0767.90015) Full Text: DOI Link
Gittins, John; Wang, You-Gan The learning component of dynamic allocation indices. (English) Zbl 0760.62080 Ann. Stat. 20, No. 3, 1625-1636 (1992). MSC: 62L05 62C10 90C40 93E20 62L99 PDFBibTeX XMLCite \textit{J. Gittins} and \textit{Y.-G. Wang}, Ann. Stat. 20, No. 3, 1625--1636 (1992; Zbl 0760.62080) Full Text: DOI
Krass, Dmitry; Filar, Jerzy A.; Sinha, Sagnik S. A weighted Markov decision process. (English) Zbl 0772.90080 Oper. Res. 40, No. 6, 1180-1187 (1992). Reviewer: E.A.Feinberg (Stony Brook) MSC: 90C40 90-08 PDFBibTeX XMLCite \textit{D. Krass} et al., Oper. Res. 40, No. 6, 1180--1187 (1992; Zbl 0772.90080) Full Text: DOI Link
Xu, Susan H.; Kumar, Srikanta P. R.; Mirchandani, Pitu B. Scheduling stochastic jobs with increasing hazard rate on identical parallel machines. (English) Zbl 0776.90044 Comput. Oper. Res. 19, No. 6, 535-543 (1992). Reviewer: K.D.Glazebrook (Newcastle upon Tyne) MSC: 90B35 93E03 PDFBibTeX XMLCite \textit{S. H. Xu} et al., Comput. Oper. Res. 19, No. 6, 535--543 (1992; Zbl 0776.90044) Full Text: DOI
Stienen, Winfried A generalized stationary decision model of dynamic optimization: a unified approach to games of chance and Semi-Markov decision models. (Ein verallgemeinertes stationäres Entscheidungsmodell der dynamischen Optimierung: Ein einheitlicher Zugang zu Glücksspielmodellen und Semi- Markoffschen Entscheidungsmodellen.) (German) Zbl 0781.90095 Bonn: Univ. Bonn, Math.-Naturwiss. Fak. 239 S. (1991). Reviewer: M.Schäl (Bonn) MSC: 90C40 91A60 PDFBibTeX XMLCite \textit{W. Stienen}, Ein verallgemeinertes stationäres Entscheidungsmodell der dynamischen Optimierung: Ein einheitlicher Zugang zu Glücksspielmodellen und Semi- Markoffschen Entscheidungsmodellen. Bonn: Univ. Bonn, Math.-Naturwiss. Fak. (1991; Zbl 0781.90095)
Ross, Keith W.; Varadarajan, Ravi Multichain Markov decision processes with a sample path constraint: A decomposition approach. (English) Zbl 0734.90111 Math. Oper. Res. 16, No. 1, 195-207 (1991). Reviewer: L.Lakatos (Budapest) MSC: 90C40 PDFBibTeX XMLCite \textit{K. W. Ross} and \textit{R. Varadarajan}, Math. Oper. Res. 16, No. 1, 195--207 (1991; Zbl 0734.90111) Full Text: DOI
Courcoubetis, Costas; Rothblum, Uriel G. On optimal packing of randomly arriving objects. (English) Zbl 0734.90110 Math. Oper. Res. 16, No. 1, 176-194 (1991). Reviewer: G.Hübner (Hamburg) MSC: 90C40 90B22 60K25 90B35 PDFBibTeX XMLCite \textit{C. Courcoubetis} and \textit{U. G. Rothblum}, Math. Oper. Res. 16, No. 1, 176--194 (1991; Zbl 0734.90110) Full Text: DOI
Lam, Yeh Optimal policy for a general repair replacement model: Average reward case. (English) Zbl 0744.90035 IMA J. Math. Appl. Bus. Ind. 3, No. 2, 117-129 (1991). MSC: 90B25 PDFBibTeX XMLCite \textit{Y. Lam}, IMA J. Math. Appl. Bus. Ind. 3, No. 2, 117--129 (1991; Zbl 0744.90035)
Sarkar, Jyotirmoy One-armed bandit problems with covariates. (English) Zbl 0757.62038 Ann. Stat. 19, No. 4, 1978-2002 (1991). MSC: 62L10 62P10 PDFBibTeX XMLCite \textit{J. Sarkar}, Ann. Stat. 19, No. 4, 1978--2002 (1991; Zbl 0757.62038) Full Text: DOI
McNamara, John M. Optimal life histories: A generalization of the Perron-Frobenius theorem. (English) Zbl 0737.92013 Theor. Popul. Biol. 40, No. 2, 230-245 (1991). MSC: 92D25 90C90 90C40 PDFBibTeX XMLCite \textit{J. M. McNamara}, Theor. Popul. Biol. 40, No. 2, 230--245 (1991; Zbl 0737.92013) Full Text: DOI
Zheng, Shaohui Continuous time Markov decision programming with average reward criterion and unbounded reward rate. (English) Zbl 0752.90083 Acta Math. Appl. Sin., Engl. Ser. 7, No. 1, 6-16 (1991). Reviewer: G.Hübner (Hamburg) MSC: 90C40 PDFBibTeX XMLCite \textit{S. Zheng}, Acta Math. Appl. Sin., Engl. Ser. 7, No. 1, 6--16 (1991; Zbl 0752.90083) Full Text: DOI
Rieder, Ulrich; Wagner, Hartmut Structured policies in the sequential design of experiments. (English) Zbl 0749.62051 Ann. Oper. Res. 32, 165-188 (1991). MSC: 62L05 60G40 90C39 62C10 PDFBibTeX XMLCite \textit{U. Rieder} and \textit{H. Wagner}, Ann. Oper. Res. 32, 165--188 (1991; Zbl 0749.62051) Full Text: DOI
Girlich, Hans-Joachim; Sokolichin, A. A. Estimation and control in multichain processes. (English) Zbl 0746.90079 Ann. Oper. Res. 32, 23-33 (1991). Reviewer: R.Rempała (Warszawa) MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{H.-J. Girlich} and \textit{A. A. Sokolichin}, Ann. Oper. Res. 32, 23--33 (1991; Zbl 0746.90079) Full Text: DOI
Weber, Richard R.; Weiss, Gideon On an index policy for restless bandits. (English) Zbl 0735.90072 J. Appl. Probab. 27, No. 3, 637-648 (1990). Reviewer: D.Kalin (Ulm) MSC: 90C40 91B32 PDFBibTeX XMLCite \textit{R. R. Weber} and \textit{G. Weiss}, J. Appl. Probab. 27, No. 3, 637--648 (1990; Zbl 0735.90072) Full Text: DOI
Shu, Wun-Yi Approximations to optimal stopping rules for normal random variables. (English) Zbl 0734.62086 Bull. Inst. Math., Acad. Sin. 18, No. 4, 295-305 (1990). MSC: 62L15 60G40 PDFBibTeX XMLCite \textit{W.-Y. Shu}, Bull. Inst. Math., Acad. Sin. 18, No. 4, 295--305 (1990; Zbl 0734.62086)
Glazebrook, K. D. Procedures for the evaluation of strategies for resource allocation in a stochastic environment. (English) Zbl 0712.90090 J. Appl. Probab. 27, No. 1, 215-220 (1990). Reviewer: E.Tamm MSC: 90C40 PDFBibTeX XMLCite \textit{K. D. Glazebrook}, J. Appl. Probab. 27, No. 1, 215--220 (1990; Zbl 0712.90090) Full Text: DOI
Puterman, Martin L. Markov decision processes. (English) Zbl 0703.90091 Stochastic models, Handb. Oper. Res. Manage. Sci. 2, 331-434 (1990). Reviewer: M.L.Puterman MSC: 90C40 90-02 90C15 93C55 90C05 90-08 90C39 PDFBibTeX XML
Øksendal, Bernt The high contact principle in optimal stopping and stochastic waves. (English) Zbl 0687.60045 Stochastic processes, Semin., San Diego/CA (USA) 1989, Prog. Probab. 18, 177-192 (1990). MSC: 60G40 60J45 PDFBibTeX XML
Feinberg, E. A. Parametric stochastic dynamic programming. (English) Zbl 0733.90076 Statistics and control of stochastic processes. Vol. 2, Pap. Steklov Semin., Moscow/USSR 1985-86, Transl. Ser. Math. Eng., 103-120 (1989). MSC: 90C40 90C31 90C15 90C39 PDFBibTeX XML
White, D. J. Separable value functions for infinite horizon average reward Markov decision processes. (English) Zbl 0693.90095 J. Math. Anal. Appl. 144, No. 2, 450-465 (1989). Reviewer: R.Rempala MSC: 90C40 90B05 PDFBibTeX XMLCite \textit{D. J. White}, J. Math. Anal. Appl. 144, No. 2, 450--465 (1989; Zbl 0693.90095) Full Text: DOI
White, Chelsea C. III; Scherer, William T. Solution procedures for partially observed Markov decision processes. (English) Zbl 0684.90099 Oper. Res. 37, No. 5, 791-797 (1989). MSC: 90C40 65K05 PDFBibTeX XMLCite \textit{C. C. White III} and \textit{W. T. Scherer}, Oper. Res. 37, No. 5, 791--797 (1989; Zbl 0684.90099) Full Text: DOI
Easley, David; Kiefer, Nicholas M. Optimal learning with endogenous data. (English) Zbl 0684.62016 Int. Econ. Rev. 30, No. 4, 963-978 (1989). MSC: 62C10 62P20 91B06 PDFBibTeX XMLCite \textit{D. Easley} and \textit{N. M. Kiefer}, Int. Econ. Rev. 30, No. 4, 963--978 (1989; Zbl 0684.62016) Full Text: DOI
Ross, Keith W.; Varadarajan, Ravi Markov decision processes with sample path constraints: The communicating case. (English) Zbl 0683.90098 Oper. Res. 37, No. 5, 780-790 (1989). MSC: 90C40 90C05 90C31 PDFBibTeX XMLCite \textit{K. W. Ross} and \textit{R. Varadarajan}, Oper. Res. 37, No. 5, 780--790 (1989; Zbl 0683.90098) Full Text: DOI
Benzing, H.; Kalin, D.; Theodorescu, R. On a sequential two-action decision model with unbounded reward functions. (English) Zbl 0675.90090 Optimization 20, No. 1, 127-134 (1989). Reviewer: L.Lakatos MSC: 90C40 62L05 62L15 90C39 PDFBibTeX XMLCite \textit{H. Benzing} et al., Optimization 20, No. 1, 127--134 (1989; Zbl 0675.90090) Full Text: DOI
Sakaguchi, Minoru Optimal sequential stochastic assignments for two types of arriving jobs with a disorder moment. (English) Zbl 0666.90083 Math. Jap. 33, No. 6, 931-941 (1988). MSC: 90C39 90B35 90C40 PDFBibTeX XMLCite \textit{M. Sakaguchi}, Math. Japon. 33, No. 6, 931--941 (1988; Zbl 0666.90083)
Whittle, P. Restless bandits: Activity allocation in a changing world. (English) Zbl 0664.90043 A celebration of applied probability, J. Appl. Probab., Spec. Vol. 25A, 287-298 (1988). Reviewer: K.D.Glazebrook MSC: 90B35 PDFBibTeX XML
Khan, Z. A. Two-person zero-sum semi-Markov game. (English) Zbl 0653.90103 Pure Appl. Math. Sci. 28, No. 1-2, 35-41 (1988). Reviewer: S.Aizicovici MSC: 91A15 90C40 90C05 PDFBibTeX XMLCite \textit{Z. A. Khan}, Pure Appl. Math. Sci. 28, No. 1--2, 35--41 (1988; Zbl 0653.90103)
Ohno, K. A value iteration method for undiscounted multichain Markov decision processes. (English) Zbl 0645.90098 Z. Oper. Res. 32, No. 2, 71-93 (1988). Reviewer: D.J.White MSC: 90C40 PDFBibTeX XMLCite \textit{K. Ohno}, Z. Oper. Res. 32, No. 2, 71--93 (1988; Zbl 0645.90098) Full Text: DOI
Yushkevich, A. A. On the two-armed bandit problem with continuous time parameter and discounted rewards. (English) Zbl 0643.90096 Stochastics 23, No. 3, 299-310 (1988). MSC: 90C40 PDFBibTeX XMLCite \textit{A. A. Yushkevich}, Stochastics 23, No. 3, 299--310 (1988; Zbl 0643.90096) Full Text: DOI
Gordienko, E. I. Stability estimates for controlled Markov chains with a minorant. (English) Zbl 0638.90101 J. Sov. Math. 40, No. 4, 481-486 (1988). MSC: 90C40 PDFBibTeX XMLCite \textit{E. I. Gordienko}, J. Sov. Math. 40, No. 4, 481--486 (1988; Zbl 0638.90101) Full Text: DOI
Cavazos-Cadena, Rolando Finite-state approximations and adaptive control of discounted Markov decision processes with unbounded rewards. (English) Zbl 0678.93065 Control Cybern. 16, No. 1, 31-58 (1987). Reviewer: V.Kankova MSC: 93E03 93E10 93C40 93E20 90C40 PDFBibTeX XMLCite \textit{R. Cavazos-Cadena}, Control Cybern. 16, No. 1, 31--58 (1987; Zbl 0678.93065)
Bierth, K.-J. An expected average reward criterion. (English) Zbl 0663.90095 Stochastic Processes Appl. 26, 123-140 (1987). Reviewer: Ge Yubo MSC: 90C40 90C39 PDFBibTeX XMLCite \textit{K. J. Bierth}, Stochastic Processes Appl. 26, 123--140 (1987; Zbl 0663.90095) Full Text: DOI
Liu, Difen A numerical procedure for discounted model Markov decision programming. (Chinese. English summary) Zbl 0637.90102 Nat. Sci. J. Hunan Norm. Univ. 10, No. 4, 15-22 (1987). MSC: 90C40 65K05 PDFBibTeX XMLCite \textit{D. Liu}, Nat. Sci. J. Hunan Norm. Univ. 10, No. 4, 15--22 (1987; Zbl 0637.90102)
Hamada, Toshio A two-armed bandit problem with one arm known including switching costs and terminal rewards. (English) Zbl 0617.62083 J. Jpn. Stat. Soc. 17, 21-30 (1987). Reviewer: R.Theodorescu MSC: 62L05 62L15 90C39 90C40 60G40 PDFBibTeX XMLCite \textit{T. Hamada}, J. Jpn. Stat. Soc. 17, 21--30 (1987; Zbl 0617.62083)
Benzing, Harald; Kolonko, Michael Structured policies for a sequential design problem with general distributions. (English) Zbl 0616.90088 Math. Oper. Res. 12, 60-71 (1987). MSC: 90C39 PDFBibTeX XMLCite \textit{H. Benzing} and \textit{M. Kolonko}, Math. Oper. Res. 12, 60--71 (1987; Zbl 0616.90088) Full Text: DOI
Yang, Hwa-Ming Optimal selection of the t best of a sequence with sampling cost. (English) Zbl 0611.62102 Nav. Res. Logist. 34, No. 1-2, 281-292 (1987). MSC: 62L15 62L10 PDFBibTeX XMLCite \textit{H.-M. Yang}, Nav. Res. Logist. 34, No. 1--2, 281--292 (1987; Zbl 0611.62102) Full Text: DOI
Weber, R. R.; Varaiya, P.; Walrand, J. Scheduling jobs with stochastically ordered processing times on parallel machines to minimize expected flowtime. (English) Zbl 0633.90026 J. Appl. Probab. 23, 841-847 (1986). Reviewer: K.D.Glazebrook MSC: 90B35 PDFBibTeX XMLCite \textit{R. R. Weber} et al., J. Appl. Probab. 23, 841--847 (1986; Zbl 0633.90026) Full Text: DOI
Nakai, Tōru A sequential stochastic assignment problem in a stationary Markov chain. (English) Zbl 0616.90094 Math. Jap. 31, 741-757 (1986). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{T. Nakai}, Math. Japon. 31, 741--757 (1986; Zbl 0616.90094)
Kennedy, D. P. Optimal sequential assignment. (English) Zbl 0612.90073 Math. Oper. Res. 11, 619-626 (1986). MSC: 90B35 60G40 90C15 PDFBibTeX XMLCite \textit{D. P. Kennedy}, Math. Oper. Res. 11, 619--626 (1986; Zbl 0612.90073) Full Text: DOI
van Dawen, R. Finite state dynamic programming with the total reward criterion. (English) Zbl 0602.90133 Z. Oper. Res., Ser. A 30, 1-14 (1986). Reviewer: E.Boylan MSC: 90C39 90C40 PDFBibTeX XMLCite \textit{R. van Dawen}, Z. Oper. Res., Ser. A 30, 1--14 (1986; Zbl 0602.90133) Full Text: DOI
Nakai, Toru A sequential stochastic assignment problem in a partially observable Markov chain. (English) Zbl 0601.90137 Math. Oper. Res. 11, 230-240 (1986). MSC: 90C40 90C39 PDFBibTeX XMLCite \textit{T. Nakai}, Math. Oper. Res. 11, 230--240 (1986; Zbl 0601.90137) Full Text: DOI