Khan, Urmee; Stinchcombe, Maxwell B. Planning for the long run: programming with patient, Pareto responsive preferences. (English) Zbl 1419.91279 J. Econ. Theory 176, 444-478 (2018). MSC: 91B15 91B14 PDF BibTeX XML Cite \textit{U. Khan} and \textit{M. B. Stinchcombe}, J. Econ. Theory 176, 444--478 (2018; Zbl 1419.91279) Full Text: DOI Link OpenURL
Bohy, Aaron; Bruyère, Véronique; Raskin, Jean-François; Bertrand, Nathalie Symblicit algorithms for mean-payoff and shortest path in monotonic Markov decision processes. (English) Zbl 1378.68122 Acta Inf. 54, No. 6, 545-587 (2017). MSC: 68Q87 68P05 68Q60 68T20 90C40 PDF BibTeX XML Cite \textit{A. Bohy} et al., Acta Inf. 54, No. 6, 545--587 (2017; Zbl 1378.68122) Full Text: DOI arXiv OpenURL
Avrachenkov, Konstantin; Filar, Jerzy A.; Gaitsgory, Vladimir; Stillman, Andrew Singularly perturbed linear programs and Markov decision processes. (English) Zbl 1410.90236 Oper. Res. Lett. 44, No. 3, 297-301 (2016). MSC: 90C40 90C05 PDF BibTeX XML Cite \textit{K. Avrachenkov} et al., Oper. Res. Lett. 44, No. 3, 297--301 (2016; Zbl 1410.90236) Full Text: DOI arXiv OpenURL
Yu, Huizhen; Bertsekas, Dimitri P. A mixed value and policy iteration method for stochastic control with universally measurable policies. (English) Zbl 1329.90157 Math. Oper. Res. 40, No. 4, 926-968 (2015). MSC: 90C39 90C40 93E20 PDF BibTeX XML Cite \textit{H. Yu} and \textit{D. P. Bertsekas}, Math. Oper. Res. 40, No. 4, 926--968 (2015; Zbl 1329.90157) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{Q. Zhu} and \textit{X. Guo}, J. Syst. Sci. Complex. 27, No. 5, 1045--1063 (2014; Zbl 1327.93424) Full Text: DOI OpenURL
Eaves, B. Curtis; Veinott, Arthur F. jun. Maximum-stopping-value policies in finite Markov population decision chains. (English) Zbl 1325.60060 Math. Oper. Res. 39, No. 3, 597-606 (2014). MSC: 60G40 60J10 60J22 90C40 90C05 PDF BibTeX XML Cite \textit{B. C. Eaves} and \textit{A. F. Veinott jun.}, Math. Oper. Res. 39, No. 3, 597--606 (2014; Zbl 1325.60060) Full Text: DOI OpenURL
Bourque, Matthew; Raghavan, T. E. S. Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs. (English) Zbl 1329.91013 J. Dyn. Games 1, No. 3, 347-361 (2014). MSC: 91A15 91A05 90C40 PDF BibTeX XML Cite \textit{M. Bourque} and \textit{T. E. S. Raghavan}, J. Dyn. Games 1, No. 3, 347--361 (2014; Zbl 1329.91013) Full Text: DOI OpenURL
Kolokoltsov, Vassili; Yang, Wei Turnpike theorems for Markov games. (English) Zbl 1272.91027 Dyn. Games Appl. 2, No. 3, 294-312 (2012). MSC: 91A15 91A05 91A23 PDF BibTeX XML Cite \textit{V. Kolokoltsov} and \textit{W. Yang}, Dyn. Games Appl. 2, No. 3, 294--312 (2012; Zbl 1272.91027) Full Text: DOI arXiv OpenURL
Feinberg, Eugene A.; Yang, Fenghsu Optimality of trunk reservation for an \(M/M/k/N\) queue with several customer types and holding costs. (English) Zbl 1254.90044 Probab. Eng. Inf. Sci. 25, No. 4, 537-560 (2011). Reviewer: Andreas Brandt (Berlin) MSC: 90B22 60K25 90C40 PDF BibTeX XML Cite \textit{E. A. Feinberg} and \textit{F. Yang}, Probab. Eng. Inf. Sci. 25, No. 4, 537--560 (2011; Zbl 1254.90044) Full Text: DOI OpenURL
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo The vanishing discount approach to constrained continuous-time controlled Markov chains. (English) Zbl 1198.49022 Syst. Control Lett. 59, No. 8, 504-509 (2010). MSC: 49K45 93E20 60J27 PDF BibTeX XML Cite \textit{T. Prieto-Rumeau} and \textit{O. Hernández-Lerma}, Syst. Control Lett. 59, No. 8, 504--509 (2010; Zbl 1198.49022) Full Text: DOI OpenURL
Guo, Xianping; Song, Xinyuan; Zhang, Junyu Bias optimality for multichain continuous-time Markov decision processes. (English) Zbl 1173.90579 Oper. Res. Lett. 37, No. 5, 317-321 (2009). MSC: 90C40 PDF BibTeX XML Cite \textit{X. Guo} et al., Oper. Res. Lett. 37, No. 5, 317--321 (2009; Zbl 1173.90579) Full Text: DOI OpenURL
Zhu, Q. X. Sample-path optimality and variance-maximization for Markov decision processes. (English) Zbl 1180.90358 Math. Methods Oper. Res. 65, No. 3, 519-538 (2007). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{Q. X. Zhu}, Math. Methods Oper. Res. 65, No. 3, 519--538 (2007; Zbl 1180.90358) Full Text: DOI OpenURL
Zhu, Quanxin Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes. (English) Zbl 1194.93226 J. Math. Anal. Appl. 334, No. 1, 576-592 (2007). MSC: 93E20 90C40 60J35 PDF BibTeX XML Cite \textit{Q. Zhu}, J. Math. Anal. Appl. 334, No. 1, 576--592 (2007; Zbl 1194.93226) Full Text: DOI OpenURL
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás [Cao, X.-R.; Zhang, J. Y.; Hu, Qiying; Lewis, M. E.; Vélez, R.] A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder). (English) Zbl 1278.90427 Top 14, No. 2, 177-261 (2006). MSC: 90C40 93E20 60J27 PDF BibTeX XML Cite \textit{X. Guo} et al., Top 14, No. 2, 177--261 (2006; Zbl 1278.90427) Full Text: DOI OpenURL
Zhu, Quanxin; Guo, Xianping Another set of conditions for strong \(n\) \((n=-1,0)\) discount optimality in Markov decision processes. (English) Zbl 1160.90686 Stochastic Anal. Appl. 23, No. 5, 953-974 (2005). MSC: 90C40 60J25 93E20 PDF BibTeX XML Cite \textit{Q. Zhu} and \textit{X. Guo}, Stochastic Anal. Appl. 23, No. 5, 953--974 (2005; Zbl 1160.90686) Full Text: DOI OpenURL
Cao, Xiren; Guo, Xianping A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases. (English) Zbl 1059.90141 Automatica 40, No. 10, 1749-1759 (2004). MSC: 90C40 93B35 93E20 PDF BibTeX XML Cite \textit{X. Cao} and \textit{X. Guo}, Automatica 40, No. 10, 1749--1759 (2004; Zbl 1059.90141) Full Text: DOI OpenURL
Glazebrook, K. D.; Wilkinson, D. J. Index-based policies for discounted multi-armed bandits on parallel machines. (English) Zbl 1073.90568 Ann. Appl. Probab. 10, No. 3, 877-896 (2000). MSC: 90C40 90B36 90C47 PDF BibTeX XML Cite \textit{K. D. Glazebrook} and \textit{D. J. Wilkinson}, Ann. Appl. Probab. 10, No. 3, 877--896 (2000; Zbl 1073.90568) Full Text: DOI OpenURL
Wakuta, K.; Togawa, K. Solution procedures for multi-objective Markov decision processes. (English) Zbl 0905.90178 Optimization 43, No. 1, 29-46 (1998). MSC: 90C40 90C29 PDF BibTeX XML Cite \textit{K. Wakuta} and \textit{K. Togawa}, Optimization 43, No. 1, 29--46 (1998; Zbl 0905.90178) Full Text: DOI OpenURL
Katehakis, Michael N.; Rothblum, Uriel G. Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality. (English) Zbl 0862.90127 Ann. Appl. Probab. 6, No. 3, 1024-1034 (1996). MSC: 90C40 60G40 90C31 90C39 PDF BibTeX XML Cite \textit{M. N. Katehakis} and \textit{U. G. Rothblum}, Ann. Appl. Probab. 6, No. 3, 1024--1034 (1996; Zbl 0862.90127) Full Text: DOI OpenURL
Yushkevich, A. A. Strong 0-discount optimal policies in a Markov decision process with a Borel state space. (English) Zbl 0838.90136 ZOR, Math. Methods Oper. Res. 42, No. 1, 93-108 (1995). MSC: 90C40 PDF BibTeX XML Cite \textit{A. A. Yushkevich}, ZOR, Math. Methods Oper. Res. 42, No. 1, 93--108 (1995; Zbl 0838.90136) Full Text: DOI OpenURL
Yushkevich, A. A. Blackwell optimal policies in a Markov decision process with a Borel state space. (English) Zbl 0824.90137 Z. Oper. Res. 40, No. 3, 253-288 (1994). MSC: 90C40 PDF BibTeX XML Cite \textit{A. A. Yushkevich}, Z. Oper. Res. 40, No. 3, 253--288 (1994; Zbl 0824.90137) Full Text: DOI OpenURL
Kallenberg, L. C. M. Survey of linear programming for standard and nonstandard Markovian control problems. I: Theory. (English) Zbl 0810.90133 Z. Oper. Res. 40, No. 1, 1-42 (1994). MSC: 90C40 90C05 91A15 PDF BibTeX XML Cite \textit{L. C. M. Kallenberg}, Z. Oper. Res. 40, No. 1, 1--42 (1994; Zbl 0810.90133) Full Text: DOI OpenURL
Ohno, Katsuhisa; Ishigaki, Tomonori; Yoshii, Toshiaki A new algorithm for a multi-item periodic review inventory system. (English) Zbl 0833.90035 Z. Oper. Res. 39, No. 3, 349-364 (1994). Reviewer: P.W.A.Dayananda (Nathan) MSC: 90B05 90C40 PDF BibTeX XML Cite \textit{K. Ohno} et al., Z. Oper. Res. 39, No. 3, 349--364 (1994; Zbl 0833.90035) Full Text: DOI OpenURL
Wijnmalen, D. J. D.; Hontelez, J. A. M. Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information. (English) Zbl 0773.90033 Eur. J. Oper. Res. 62, No. 1, 96-104 (1992). MSC: 90B25 90C40 90-08 90-02 PDF BibTeX XML Cite \textit{D. J. D. Wijnmalen} and \textit{J. A. M. Hontelez}, Eur. J. Oper. Res. 62, No. 1, 96--104 (1992; Zbl 0773.90033) Full Text: DOI OpenURL
Bala, Venkatesh; Majumdar, Mukul; Mitra, Tapan Decentralized evolutionary mechanisms for intertemporal economies: A possibility result. (English) Zbl 0733.90020 J. Economics 53, No. 1, 1-29 (1991). Reviewer: A.Slivinskas (Vilnius) MSC: 91B62 PDF BibTeX XML Cite \textit{V. Bala} et al., J. Econ. 53, No. 1, 1--29 (1991; Zbl 0733.90020) Full Text: DOI OpenURL
Cavazos-Cadena, R.; Lasserre, J. B. Strong 1-optimal stationary policies in denumerable Markov decision processes. (English) Zbl 0654.90097 Syst. Control Lett. 11, No. 1, 65-71 (1988). Reviewer: J.Preater MSC: 90C40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{J. B. Lasserre}, Syst. Control Lett. 11, No. 1, 65--71 (1988; Zbl 0654.90097) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{K. Ohno}, Z. Oper. Res. 32, No. 2, 71--93 (1988; Zbl 0645.90098) Full Text: DOI OpenURL
Mann, Elke Optimality equations and sensitive optimality in bounded Markov decision processes. (English) Zbl 0587.90099 Optimization 16, 767-781 (1985). Reviewer: A.Nowak MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{E. Mann}, Optimization 16, 767--781 (1985; Zbl 0587.90099) Full Text: DOI OpenURL
Schweitzer, Paul J. The variational calculus and approximation in policy space for Markovian decision processes. (English) Zbl 0579.90097 J. Math. Anal. Appl. 111, 14-25 (1985). MSC: 90C40 65K10 PDF BibTeX XML Cite \textit{P. J. Schweitzer}, J. Math. Anal. Appl. 111, 14--25 (1985; Zbl 0579.90097) Full Text: DOI OpenURL
van der Wall, J.; Wessels, J. Markov decision processes. (English) Zbl 0564.90088 Stat. Neerl. 39, 219-233 (1985). MSC: 90C40 90-02 90C15 90C39 PDF BibTeX XML Cite \textit{J. van der Wall} and \textit{J. Wessels}, Stat. Neerl. 39, 219--233 (1985; Zbl 0564.90088) Full Text: DOI OpenURL
Schweitzer, Paul J. On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate. (English) Zbl 0598.90091 J. Math. Anal. Appl. 104, 67-78 (1984). MSC: 90C40 PDF BibTeX XML Cite \textit{P. J. Schweitzer}, J. Math. Anal. Appl. 104, 67--78 (1984; Zbl 0598.90091) Full Text: DOI OpenURL
Schweitzer, Paul J. On the existence of relative values for undiscounted multichain Markov decision processes. (English) Zbl 0559.90093 J. Math. Anal. Appl. 102, 449-455 (1984). MSC: 90C40 PDF BibTeX XML Cite \textit{P. J. Schweitzer}, J. Math. Anal. Appl. 102, 449--455 (1984; Zbl 0559.90093) Full Text: DOI OpenURL
Schweitzer, P. J. A value-iteration scheme for undiscounted multichain Markov renewal programs. (English) Zbl 0557.90104 Z. Oper. Res., Ser. A 28, 143-152 (1984). Reviewer: T.Radzik MSC: 90C40 PDF BibTeX XML Cite \textit{P. J. Schweitzer}, Z. Oper. Res., Ser. A 28, 143--152 (1984; Zbl 0557.90104) Full Text: DOI OpenURL
Sladky, Karel Bounds on discrete dynamic programming recursions. II: Polynomial bounds on problems with block-triangular structure. (English) Zbl 0466.90084 Kybernetika 17, 310-328 (1981). MSC: 90C39 90C40 PDF BibTeX XML Cite \textit{K. Sladky}, Kybernetika 17, 310--328 (1981; Zbl 0466.90084) Full Text: EuDML OpenURL
Flynn, James On optimality criteria for dynamic programs with long finite horizons. (English) Zbl 0438.90100 J. Math. Anal. Appl. 76, 202-208 (1980). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{J. Flynn}, J. Math. Anal. Appl. 76, 202--208 (1980; Zbl 0438.90100) Full Text: DOI OpenURL
Brosh, I.; Shlifer, E.; Schweitzer, P. J. Generalized Markovian decision processes. (English) Zbl 0417.90087 Z. Oper. Res., Ser. A 21, 173-186 (1977). MSC: 90C47 41A25 PDF BibTeX XML Cite \textit{I. Brosh} et al., Z. Oper. Res., Ser. A 21, 173--186 (1977; Zbl 0417.90087) Full Text: DOI OpenURL
Schweitzer, Paul J.; Gavish, Bezalel An optimality principle for Markovian decision processes. (English) Zbl 0332.90045 J. Math. Anal. Appl. 54, 173-184 (1976). MSC: 90C40 PDF BibTeX XML Cite \textit{P. J. Schweitzer} and \textit{B. Gavish}, J. Math. Anal. Appl. 54, 173--184 (1976; Zbl 0332.90045) Full Text: DOI OpenURL
Sladky, Karel On the set of optimal controls for Markov chains with rewards. (English) Zbl 0299.49009 Kybernetika, Praha 10, 350-367 (1974). MSC: 49K99 60G35 60J20 60J10 PDF BibTeX XML Cite \textit{K. Sladky}, Kybernetika 10, 350--367 (1974; Zbl 0299.49009) Full Text: EuDML OpenURL
Sladky, Karel Necessary and sufficient optimality conditions for average reward of controlled Markov chains. (English) Zbl 0254.60062 Kybernetika, Praha 9, 124-137 (1973). MSC: 60K05 60J10 PDF BibTeX XML Cite \textit{K. Sladky}, Kybernetika 9, 124--137 (1973; Zbl 0254.60062) Full Text: EuDML OpenURL
Mine, Hisashi; Tabata, Yoshio A new optimality criterion for discrete dynamic programming. (English) Zbl 0234.90064 J. Math. Anal. Appl. 37, 118-129 (1972). MSC: 90C39 90C40 PDF BibTeX XML Cite \textit{H. Mine} and \textit{Y. Tabata}, J. Math. Anal. Appl. 37, 118--129 (1972; Zbl 0234.90064) Full Text: DOI OpenURL
Mine, Hisashi; Tabata, Y.oshio On a set of optimal policies in continuous time Markovian decision problem. (English) Zbl 0211.50004 J. Math. Anal. Appl. 34, 53-66 (1971). Reviewer: Hisashi Mine (Kyoto) MSC: 90C40 PDF BibTeX XML Cite \textit{H. Mine} and \textit{Y. o. Tabata}, J. Math. Anal. Appl. 34, 53--66 (1971; Zbl 0211.50004) Full Text: DOI OpenURL
Mine, Hisashi; Tabata, Yoshio On direct sums of Markovian decision process. (English) Zbl 0187.17901 J. Math. Anal. Appl. 28, 284-293 (1969). PDF BibTeX XML Cite \textit{H. Mine} and \textit{Y. Tabata}, J. Math. Anal. Appl. 28, 284--293 (1969; Zbl 0187.17901) Full Text: DOI OpenURL
Osaki, Shunji; Mine, Hisashi Linear programming considerations on Markovian decision processes with no discounting. (English) Zbl 0169.51501 J. Math. Anal. Appl. 26, 221-232 (1969). PDF BibTeX XML Cite \textit{S. Osaki} and \textit{H. Mine}, J. Math. Anal. Appl. 26, 221--232 (1969; Zbl 0169.51501) Full Text: DOI OpenURL
Lippman, S. A. On the set of optimal policies in discrete dynamic programming. (English) Zbl 0194.20602 J. Math. Anal. Appl. 24, 440-445 (1968). PDF BibTeX XML Cite \textit{S. A. Lippman}, J. Math. Anal. Appl. 24, 440--445 (1968; Zbl 0194.20602) Full Text: DOI OpenURL
Miller, B. L. Finite state continuous time Markov decision processes with an infinite planning horizon. (English) Zbl 0157.50301 J. Math. Anal. Appl. 22, 552-569 (1968). PDF BibTeX XML Cite \textit{B. L. Miller}, J. Math. Anal. Appl. 22, 552--569 (1968; Zbl 0157.50301) Full Text: DOI OpenURL