Saldi, Naci; Başar, Tamer; Raginsky, Maxim Partially observed discrete-time risk-sensitive mean field games. (English) Zbl 07742640 Dyn. Games Appl. 13, No. 3, 929-960 (2023). MSC: 91A16 91A50 90C39 PDF BibTeX XML Cite \textit{N. Saldi} et al., Dyn. Games Appl. 13, No. 3, 929--960 (2023; Zbl 07742640) Full Text: DOI arXiv
Martinez-Garcia, E. Everardo; Minjárez-Sosa, J. Adolfo; Vega-Amaya, Oscar Partially observable Markov decision processes with partially observable random discount factors. (English) Zbl 07655866 Kybernetika 58, No. 6, 960-983 (2022). Reviewer: Hans Daduna (Hamburg) MSC: 90C40 90B22 PDF BibTeX XML Cite \textit{E. E. Martinez-Garcia} et al., Kybernetika 58, No. 6, 960--983 (2022; Zbl 07655866) Full Text: DOI
Gordienko, Evgueni; Ruiz de Chavez, Juan Stability estimation of some Markov controlled processes. (English) Zbl 1506.49017 Open Math. 20, 1509-1520 (2022). Reviewer: Sam Olesker-Taylor (Coventry) MSC: 49K45 60J20 PDF BibTeX XML Cite \textit{E. Gordienko} and \textit{J. Ruiz de Chavez}, Open Math. 20, 1509--1520 (2022; Zbl 1506.49017) Full Text: DOI
Wu, Xiao; Tang, Yanqiu Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes. (English) Zbl 1497.90216 Discrete Dyn. Nat. Soc. 2022, Article ID 1080946, 11 p. (2022). MSC: 90C40 93E20 60J27 PDF BibTeX XML Cite \textit{X. Wu} and \textit{Y. Tang}, Discrete Dyn. Nat. Soc. 2022, Article ID 1080946, 11 p. (2022; Zbl 1497.90216) Full Text: DOI
Wu, Xiao; Kong, Yinying; Guo, Zhenbin Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces. (Chinese. English summary) Zbl 1513.60098 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594-604 (2022). MSC: 60J10 90C40 PDF BibTeX XML Cite \textit{X. Wu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594--604 (2022; Zbl 1513.60098) Full Text: Link
Paredes Pérez, Octavio; Vázquez Guevara, Víctor Hugo; Cruz-Suárez, Hugo A consumption and investment problem via a Markov decision processes approach with random horizon. (English) Zbl 1493.90081 Adv. Oper. Res. 2022, Article ID 3184610, 13 p. (2022). MSC: 90B50 90C40 90C39 PDF BibTeX XML Cite \textit{O. Paredes Pérez} et al., Adv. Oper. Res. 2022, Article ID 3184610, 13 p. (2022; Zbl 1493.90081) Full Text: DOI
Doberkat, Ernst-Erich Congruences for stochastic automata. (English) Zbl 1490.68126 Rend. Ist. Mat. Univ. Trieste 53, Paper No. 27, 25 p. (2021). MSC: 68Q45 18A32 68Q70 PDF BibTeX XML Cite \textit{E.-E. Doberkat}, Rend. Ist. Mat. Univ. Trieste 53, Paper No. 27, 25 p. (2021; Zbl 1490.68126) Full Text: DOI arXiv
Bäuerle, Nicole; Glauner, Alexander Minimizing spectral risk measures applied to Markov decision processes. (English) Zbl 1479.90209 Math. Methods Oper. Res. 94, No. 1, 35-69 (2021). MSC: 90C40 91G70 91G05 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Glauner}, Math. Methods Oper. Res. 94, No. 1, 35--69 (2021; Zbl 1479.90209) Full Text: DOI arXiv
Bäuerle, Nicole; Jaśkiewicz, Anna; Nowak, Andrzej S. Stochastic dynamic programming with non-linear discounting. (English) Zbl 1478.90139 Appl. Math. Optim. 84, No. 3, 2819-2848 (2021). MSC: 90C40 60J05 90C39 91B32 91B62 PDF BibTeX XML Cite \textit{N. Bäuerle} et al., Appl. Math. Optim. 84, No. 3, 2819--2848 (2021; Zbl 1478.90139) Full Text: DOI arXiv
Bäuerle, Nicole; Glauner, Alexander Q-learning for distributionally robust Markov decision processes. (English) Zbl 1478.90138 Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 108-128 (2021). MSC: 90C40 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Glauner}, Emerg. Complex. Comput. 41, 108--128 (2021; Zbl 1478.90138) Full Text: DOI
Bäuerle, Nicole; Rieder, Ulrich Markov decision processes under ambiguity. (English) Zbl 1460.90199 Jakubowski, Jacek (ed.) et al., Stochastic modeling and control. Based on the Simons semester, Warsaw, Poland, January 2 – March 31, 2019. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Cent. Publ. 122, 25-39 (2020). MSC: 90C40 62C05 90C47 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{U. Rieder}, Banach Cent. Publ. 122, 25--39 (2020; Zbl 1460.90199) Full Text: DOI arXiv
Kern, Patrick; Simroth, Axel; Zähle, Henryk First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. (English) Zbl 1454.90105 Math. Methods Oper. Res. 92, No. 1, 165-197 (2020). MSC: 90C40 PDF BibTeX XML Cite \textit{P. Kern} et al., Math. Methods Oper. Res. 92, No. 1, 165--197 (2020; Zbl 1454.90105) 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 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{A. Genadot}, Appl. Math. Optim. 82, No. 2, 433--450 (2020; Zbl 1441.90176) Full Text: DOI arXiv
Więcek, Piotr Discrete-time ergodic mean-field games with average reward on compact spaces. (English) Zbl 1437.91061 Dyn. Games Appl. 10, No. 1, 222-256 (2020). MSC: 91A16 91A50 91A15 91A06 PDF BibTeX XML Cite \textit{P. Więcek}, Dyn. Games Appl. 10, No. 1, 222--256 (2020; Zbl 1437.91061) Full Text: DOI
Battigalli, Pierpaolo; Francetich, A.; Lanzani, G.; Marinacci, Massimo Learning and self-confirming long-run biases. (English) Zbl 1422.91181 J. Econ. Theory 183, 740-785 (2019). MSC: 91B06 91A26 93E20 PDF BibTeX XML Cite \textit{P. Battigalli} et al., J. Econ. Theory 183, 740--785 (2019; Zbl 1422.91181) Full Text: DOI
Saldi, Naci; Başar, Tamer; Raginsky, Maxim Markov-Nash equilibria in mean-field games with discounted cost. (English) Zbl 1418.91069 SIAM J. Control Optim. 56, No. 6, 4256-4287 (2018). MSC: 91A15 91A10 91A07 93E20 PDF BibTeX XML Cite \textit{N. Saldi} et al., SIAM J. Control Optim. 56, No. 6, 4256--4287 (2018; Zbl 1418.91069) Full Text: DOI arXiv
Fan, Jingnan; Ruszczyński, Andrzej Risk measurement and risk-averse control of partially observable discrete-time Markov systems. (English) Zbl 1407.90335 Math. Methods Oper. Res. 88, No. 2, 161-184 (2018). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{J. Fan} and \textit{A. Ruszczyński}, Math. Methods Oper. Res. 88, No. 2, 161--184 (2018; Zbl 1407.90335) Full Text: DOI
Bäuerle, Nicole; Lange, Dirk Optimal control of partially observable piecewise deterministic Markov processes. (English) Zbl 1390.60275 SIAM J. Control Optim. 56, No. 2, 1441-1462 (2018). MSC: 60J25 90C40 93E11 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{D. Lange}, SIAM J. Control Optim. 56, No. 2, 1441--1462 (2018; Zbl 1390.60275) Full Text: DOI arXiv
Redeker, Imke; Wunderlich, Ralf Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading. (English) Zbl 1377.91151 Stat. Risk. Model. 35, No. 1-2, 1-21 (2018). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{I. Redeker} and \textit{R. Wunderlich}, Stat. Risk. Model. 35, No. 1--2, 1--21 (2018; Zbl 1377.91151) Full Text: DOI arXiv
Doberkat, Ernst-Erich A stochastic interpretation of game logic. (English) Zbl 1471.03045 J. Log. Algebr. Methods Program. 88, 64-98 (2017). MSC: 03B45 91A05 PDF BibTeX XML Cite \textit{E.-E. Doberkat}, J. Log. Algebr. Methods Program. 88, 64--98 (2017; Zbl 1471.03045) Full Text: DOI arXiv
Bäuerle, Nicole; Rieder, Ulrich Zero-sum risk-sensitive stochastic games. (English) Zbl 1398.91055 Stochastic Processes Appl. 127, No. 2, 622-642 (2017). MSC: 91A15 91A05 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{U. Rieder}, Stochastic Processes Appl. 127, No. 2, 622--642 (2017; Zbl 1398.91055) Full Text: DOI arXiv
Dufour, F.; Prieto-Rumeau, T. Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes. (English) Zbl 1346.90801 Appl. Math. Optim. 74, No. 1, 27-51 (2016). MSC: 90C40 60J05 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{T. Prieto-Rumeau}, Appl. Math. Optim. 74, No. 1, 27--51 (2016; Zbl 1346.90801) Full Text: DOI
Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. Partially observable total-cost Markov decision processes with weakly continuous transition probabilities. (English) Zbl 1338.90445 Math. Oper. Res. 41, No. 2, 656-681 (2016). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{E. A. Feinberg} et al., Math. Oper. Res. 41, No. 2, 656--681 (2016; Zbl 1338.90445) Full Text: DOI arXiv
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
Minjárez-Sosa, J. Adolfo Markov control models with unknown random state-action-dependent discount factors. (English) Zbl 1327.90369 Top 23, No. 3, 743-772 (2015). MSC: 90C40 90C47 93E10 93E20 PDF BibTeX XML Cite \textit{J. A. Minjárez-Sosa}, Top 23, No. 3, 743--772 (2015; Zbl 1327.90369) Full Text: DOI
Wei, Qingda; Guo, Xianping Semi-Markov decision processes with variance minimization criterion. (English) Zbl 1310.93087 4OR 13, No. 1, 59-79 (2015). MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{X. Guo}, 4OR 13, No. 1, 59--79 (2015; Zbl 1310.93087) Full Text: DOI
Feinberg, Eugene A.; Kasyanov, Pavlo O.; Zgurovsky, Michael Z. Convergence of probability measures and Markov decision models with incomplete information. (English) Zbl 1327.60019 Proc. Steklov Inst. Math. 287, 96-117 (2014). MSC: 60B10 90C40 91B06 PDF BibTeX XML Cite \textit{E. A. Feinberg} et al., Proc. Steklov Inst. Math. 287, 96--117 (2014; Zbl 1327.60019) Full Text: DOI arXiv
Chu, Shanyun; Zhang, Yi Markov decision processes with iterated coherent risk measures. (English) Zbl 1308.93222 Int. J. Control 87, No. 11, 2286-2293 (2014). MSC: 93E20 49L20 90C40 PDF BibTeX XML Cite \textit{S. Chu} and \textit{Y. Zhang}, Int. J. Control 87, No. 11, 2286--2293 (2014; Zbl 1308.93222) Full Text: DOI
Jaśkiewicz, Anna; Matkowski, Janusz; Nowak, Andrzej S. On variable discounting in dynamic programming: applications to resource extraction and other economic models. (English) Zbl 1309.90119 Ann. Oper. Res. 220, 263-278 (2014). MSC: 90C39 91B16 PDF BibTeX XML Cite \textit{A. Jaśkiewicz} et al., Ann. Oper. Res. 220, 263--278 (2014; Zbl 1309.90119) Full Text: DOI Link
González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo; Gabriel-Arguelles, J. Rigoberto Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach. (English) Zbl 1300.93185 Optim. Control Appl. Methods 35, No. 5, 575-591 (2014). MSC: 93E20 90C34 49N15 PDF BibTeX XML Cite \textit{J. González-Hernández} et al., Optim. Control Appl. Methods 35, No. 5, 575--591 (2014; Zbl 1300.93185) Full Text: DOI
Cruz-Suárez, Hugo; Ilhuicatzi-Roldán, Rocio; Montes-De-oca, Raúl Markov decision processes on Borel spaces with total cost and random horizon. (English) Zbl 1317.90316 J. Optim. Theory Appl. 162, No. 1, 329-346 (2014). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 49L20 90C39 60J25 PDF BibTeX XML Cite \textit{H. Cruz-Suárez} et al., J. Optim. Theory Appl. 162, No. 1, 329--346 (2014; Zbl 1317.90316) Full Text: DOI
Gordienko, Evgueni; Novikov, Andrey Characterizations of optimal policies in a general stopping problem and stability estimating. (English) Zbl 1308.60046 Probab. Eng. Inf. Sci. 28, No. 3, 335-352 (2014). MSC: 60G40 PDF BibTeX XML Cite \textit{E. Gordienko} and \textit{A. Novikov}, Probab. Eng. Inf. Sci. 28, No. 3, 335--352 (2014; Zbl 1308.60046) Full Text: DOI
Sakaguchi, Masahiko; Ohtsubo, Yoshio Markov decision processes associated with two threshold probability criteria. (English) Zbl 1299.90366 J. Control Theory Appl. 11, No. 4, 548-557 (2013). MSC: 90C40 PDF BibTeX XML Cite \textit{M. Sakaguchi} and \textit{Y. Ohtsubo}, J. Control Theory Appl. 11, No. 4, 548--557 (2013; Zbl 1299.90366) Full Text: DOI
Piunovskiy, Alexey; Zhang, Yi The transformation method for continuous-time Markov decision processes. (English) Zbl 1256.90048 J. Optim. Theory Appl. 154, No. 2, 691-712 (2012). MSC: 90C40 PDF BibTeX XML Cite \textit{A. Piunovskiy} and \textit{Y. Zhang}, J. Optim. Theory Appl. 154, No. 2, 691--712 (2012; Zbl 1256.90048) Full Text: DOI
Ye, Liuer; Guo, Xianping Continuous-time Markov decision processes with state-dependent discount factors. (English) Zbl 1281.90082 Acta Appl. Math. 121, No. 1, 5-27 (2012). MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{L. Ye} and \textit{X. Guo}, Acta Appl. Math. 121, No. 1, 5--27 (2012; Zbl 1281.90082) Full Text: DOI
Meng, Zhiqing; Jiang, Min; Hu, Qiying Dynamic CVAR with multi-period risk problems. (English) Zbl 1269.93137 J. Syst. Sci. Complex. 24, No. 5, 907-918 (2011). MSC: 93E20 91G40 PDF BibTeX XML Cite \textit{Z. Meng} et al., J. Syst. Sci. Complex. 24, No. 5, 907--918 (2011; Zbl 1269.93137) Full Text: DOI
Wei, Qingda; Guo, Xianping Markov decision processes with state-dependent discount factors and unbounded rewards/costs. (English) Zbl 1235.90178 Oper. Res. Lett. 39, No. 5, 369-374 (2011). MSC: 90C40 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{X. Guo}, Oper. Res. Lett. 39, No. 5, 369--374 (2011; Zbl 1235.90178) Full Text: DOI
González-Hernández, Juan; Villarreal, César E. Optimal policies for constrained average-cost Markov decision processes. (English) Zbl 1246.90157 Top 19, No. 1, 107-120 (2011). MSC: 90C40 PDF BibTeX XML Cite \textit{J. González-Hernández} and \textit{C. E. Villarreal}, Top 19, No. 1, 107--120 (2011; Zbl 1246.90157) Full Text: DOI Link
Wang, Xikui; Wang, Yan Optimal investment and consumption with stochastic dividends. (English) Zbl 1226.91071 Appl. Stoch. Models Bus. Ind. 26, No. 6, 792-808 (2010). MSC: 91G10 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Wang}, Appl. Stoch. Models Bus. Ind. 26, No. 6, 792--808 (2010; Zbl 1226.91071) Full Text: DOI
Bäuerle, Nicole; Mundt, André Dynamic mean-risk optimization in a binomial model. (English) Zbl 1176.91143 Math. Methods Oper. Res. 70, No. 2, 219-239 (2009). MSC: 91G10 91B30 49L20 93E20 90C40 PDF BibTeX XML Cite \textit{N. Bäuerle} and \textit{A. Mundt}, Math. Methods Oper. Res. 70, No. 2, 219--239 (2009; Zbl 1176.91143) Full Text: DOI
Kageyama, Masayuki Credibilistic Markov decision processes: The average case. (English) Zbl 1163.90040 J. Comput. Appl. Math. 224, No. 1, 140-145 (2009). MSC: 90C40 PDF BibTeX XML Cite \textit{M. Kageyama}, J. Comput. Appl. Math. 224, No. 1, 140--145 (2009; Zbl 1163.90040) Full Text: DOI
Mundt, André Dynamic risk measures under model uncertainty. (English. German summary) Zbl 1293.91100 Bl. DGVFM 29, No. 2, 267-293 (2008). MSC: 91B30 90C40 62C10 PDF BibTeX XML Cite \textit{A. Mundt}, Bl. DGVFM 29, No. 2, 267--293 (2008; Zbl 1293.91100) Full Text: DOI
Jaśkiewicz, Anna A note on negative dynamic programming for risk-sensitive control. (English) Zbl 1210.90171 Oper. Res. Lett. 36, No. 5, 531-534 (2008). MSC: 90C39 PDF BibTeX XML Cite \textit{A. Jaśkiewicz}, Oper. Res. Lett. 36, No. 5, 531--534 (2008; Zbl 1210.90171) Full Text: DOI
González-Hernández, Juan; López-Martínez, Raquiel R.; Pérez-Hernández, J. Rubén Markov control processes with randomized discounted cost. (English) Zbl 1126.90075 Math. Methods Oper. Res. 65, No. 1, 27-44 (2007). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{J. González-Hernández} et al., Math. Methods Oper. Res. 65, No. 1, 27--44 (2007; Zbl 1126.90075) Full Text: DOI
Doberkat, Ernst-Erich Kleisli morphisms and randomized congruences for the Giry monad. (English) Zbl 1122.18004 J. Pure Appl. Algebra 211, No. 3, 638-664 (2007). Reviewer: Dana Piciu (Craiova) MSC: 18C20 03B45 08A70 18A32 18B10 PDF BibTeX XML Cite \textit{E.-E. Doberkat}, J. Pure Appl. Algebra 211, No. 3, 638--664 (2007; Zbl 1122.18004) Full Text: DOI
James, Huw W.; Collins, E. J. An analysis of transient Markov decision processes. (English) Zbl 1145.90099 J. Appl. Probab. 43, No. 3, 603-621 (2006). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{H. W. James} and \textit{E. J. Collins}, J. Appl. Probab. 43, No. 3, 603--621 (2006; Zbl 1145.90099) Full Text: DOI
Caplin, Andrew; Leahy, John The recursive approach to time inconsistency. (English) Zbl 1142.90457 J. Econ. Theory 131, No. 1, 134-156 (2006). MSC: 90C15 90C39 91B06 91B62 91B70 PDF BibTeX XML Cite \textit{A. Caplin} and \textit{J. Leahy}, J. Econ. Theory 131, No. 1, 134--156 (2006; Zbl 1142.90457) Full Text: DOI
Kurano, M.; Yasuda, M.; Nakagami, J.; Yoshida, Y. A fuzzy approach to Markov decision processes with uncertain transition probabilities. (English) Zbl 1110.90079 Fuzzy Sets Syst. 157, No. 19, 2674-2682 (2006). MSC: 90C40 90C70 PDF BibTeX XML Cite \textit{M. Kurano} et al., Fuzzy Sets Syst. 157, No. 19, 2674--2682 (2006; Zbl 1110.90079) Full Text: DOI
Montes-de-Oca, Raúl; Salem-Silva, Francisco Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. (English) Zbl 1249.90313 Kybernetika 41, No. 6, 757-772 (2005). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{R. Montes-de-Oca} and \textit{F. Salem-Silva}, Kybernetika 41, No. 6, 757--772 (2005; Zbl 1249.90313) Full Text: EuDML Link
Feinberg, Eugene A. On essential information in sequential decision processes. (English) Zbl 1080.90083 Math. Methods Oper. Res. 62, No. 3, 399-410 (2005). MSC: 90C40 60K25 PDF BibTeX XML Cite \textit{E. A. Feinberg}, Math. Methods Oper. Res. 62, No. 3, 399--410 (2005; Zbl 1080.90083) Full Text: DOI
Kalai, Ehud; Solan, Eilon Randomization and simplification in dynamic decision-making. (English) Zbl 1043.91018 J. Econ. Theory 111, No. 2, 251-264 (2003). MSC: 91B06 PDF BibTeX XML Cite \textit{E. Kalai} and \textit{E. Solan}, J. Econ. Theory 111, No. 2, 251--264 (2003; Zbl 1043.91018) Full Text: DOI
Guo, Xianping; Yu, Wen; Li, Xiaoou Minimax control for discrete-time time-varying stochastic systems. (English) Zbl 1011.93108 Automatica 38, No. 11, 1991-1998 (2002). MSC: 93E20 90C47 93C55 PDF BibTeX XML Cite \textit{X. Guo} et al., Automatica 38, No. 11, 1991--1998 (2002; Zbl 1011.93108) Full Text: DOI
Hosaka, Masanori; Horiguchi, Masayuki; Kurano, Masami Controlled Markov set-chains under average criteria. (English) Zbl 1032.90062 Appl. Math. Comput. 120, No. 1-3, 195-209 (2001). MSC: 90C40 PDF BibTeX XML Cite \textit{M. Hosaka} et al., Appl. Math. Comput. 120, No. 1--3, 195--209 (2001; Zbl 1032.90062) Full Text: DOI
Larson, C. Erik; Olson, Lars J.; Sharma, Sunil Optimal inventory policies when the demand distribution is not known. (English) Zbl 1001.90005 J. Econ. Theory 101, No. 1, 281-300 (2001). MSC: 90B05 62C10 PDF BibTeX XML Cite \textit{C. E. Larson} et al., J. Econ. Theory 101, No. 1, 281--300 (2001; Zbl 1001.90005) Full Text: DOI Link
Guo, Xianping; Shi, Peng; Zhu, Weiping Strong average optimality for controlled nonhomogeneous Markov chains. (English) Zbl 0968.93082 Stochastic Anal. Appl. 19, No. 1, 115-134 (2001). Reviewer: W.-Z.Yang (Taipei) MSC: 93E20 PDF BibTeX XML Cite \textit{X. Guo} et al., Stochastic Anal. Appl. 19, No. 1, 115--134 (2001; Zbl 0968.93082) Full Text: DOI
Iwamoto, Seiichi; Tsurusaki, Kazuyoshi; Fujita, Toshiharu On Markov policies for minimax decision processes. (English) Zbl 0986.90071 J. Math. Anal. Appl. 253, No. 1, 58-78 (2001). Reviewer: I.M.Stancu-Minasian (Bucureşti) MSC: 90C40 PDF BibTeX XML Cite \textit{S. Iwamoto} et al., J. Math. Anal. Appl. 253, No. 1, 58--78 (2001; Zbl 0986.90071) Full Text: DOI
Gordienko, Evgueni; Salem, Francisco Estimates of stability of Markov control processes with unbounded costs. (English) Zbl 1249.93176 Kybernetika 36, No. 2, 195-210 (2000). MSC: 93E20 93C55 PDF BibTeX XML Cite \textit{E. Gordienko} and \textit{F. Salem}, Kybernetika 36, No. 2, 195--210 (2000; Zbl 1249.93176) Full Text: EuDML Link
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 PDF BibTeX XML Cite \textit{X. Guo}, Acta Math. Appl. Sin., Engl. Ser. 16, No. 2, 205--212 (2000; Zbl 0971.90102) Full Text: DOI
Daduna, H.; Knopov, P. S.; Tur, L. P. Optimal strategies for an inventory system with cost functions of general form. (English. Russian original) Zbl 0972.90002 Cybern. Syst. Anal. 35, No. 4, 602-618 (1999); translation from Kibern. Sist. Anal. 1999, No. 4, 106-123 (1999). Reviewer: R.Rempała (Warszawa) MSC: 90B05 90C40 93C55 PDF BibTeX XML Cite \textit{H. Daduna} et al., Cybern. Syst. Anal. 35, No. 4, 602--618 (1999; Zbl 0972.90002); translation from Kibern. Sist. Anal. 1999, No. 4, 106--123 (1999) Full Text: DOI
Iwamoto, Seiichi Conditional decision processes with recursive function. (English) Zbl 0916.90267 J. Math. Anal. Appl. 230, No. 1, 193-210 (1999). MSC: 90C40 PDF BibTeX XML Cite \textit{S. Iwamoto}, J. Math. Anal. Appl. 230, No. 1, 193--210 (1999; Zbl 0916.90267) Full Text: DOI
Gordienko, Evgueni; Minjárez-Sosa, J. Adolfo Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion. (English) Zbl 1274.90474 Kybernetika 34, No. 2, 217-234 (1998). MSC: 90C40 62M05 PDF BibTeX XML Cite \textit{E. Gordienko} and \textit{J. A. Minjárez-Sosa}, Kybernetika 34, No. 2, 217--234 (1998; Zbl 1274.90474) Full Text: Link
Pestien, Victor; Wang, Xiaobo Markov-achievable payoffs for finite-horizon decision models. (English) Zbl 1099.90588 Stochastic Processes Appl. 73, No. 1, 101-118 (1998). Reviewer: P. Lachout (Praha) MSC: 90C40 60K15 60G40 90C39 PDF BibTeX XML Cite \textit{V. Pestien} and \textit{X. Wang}, Stochastic Processes Appl. 73, No. 1, 101--118 (1998; Zbl 1099.90588) Full Text: DOI
Wakuta, Kazuyoshi Discounted cost Markov decision processes with a constraint. (English) Zbl 0948.90146 Probab. Eng. Inf. Sci. 12, No. 2, 177-187 (1998). MSC: 90C40 PDF BibTeX XML Cite \textit{K. Wakuta}, Probab. Eng. Inf. Sci. 12, No. 2, 177--187 (1998; Zbl 0948.90146) Full Text: DOI
Cavazos-Cadena, Rolando A note on the convergence rate of the value iteration scheme in controlled Markov chains. (English) Zbl 0902.93070 Syst. Control Lett. 33, No. 4, 221-230 (1998). MSC: 93E20 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Syst. Control Lett. 33, No. 4, 221--230 (1998; Zbl 0902.93070) Full Text: DOI
Cavazos-Cadena, Rolando A pause control approach to the value iteration scheme in average Markov decision processes. (English) Zbl 0902.93069 Syst. Control Lett. 33, No. 4, 209-219 (1998). MSC: 93E20 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Syst. Control Lett. 33, No. 4, 209--219 (1998; Zbl 0902.93069) Full Text: DOI
Gordienko, Evgueni I.; Salem, Francisco S. Robustness inequality for Markov control processes with unbounded costs. (English) Zbl 0902.93068 Syst. Control Lett. 33, No. 2, 125-130 (1998). MSC: 93E20 93C55 93B35 PDF BibTeX XML Cite \textit{E. I. Gordienko} and \textit{F. S. Salem}, Syst. Control Lett. 33, No. 2, 125--130 (1998; Zbl 0902.93068) Full Text: DOI
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
Gordienko, Evgueni; Montes-De-Oca, Raúl; Minjárez-Sosa, Adolfo Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. (English) Zbl 0882.90127 Math. Methods Oper. Res. 45, No. 2, 245-263 (1997). MSC: 90C40 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Math. Methods Oper. Res. 45, No. 2, 245--263 (1997; Zbl 0882.90127) Full Text: DOI
Nollau, V. The Bellman equation for vector-valued semi-Markovian dynamic programming. (English) Zbl 0868.90136 Optimization 38, No. 1, 85-92 (1996). MSC: 90C40 90C29 90C39 PDF BibTeX XML Cite \textit{V. Nollau}, Optimization 38, No. 1, 85--92 (1996; Zbl 0868.90136) Full Text: DOI
Montes-de-Oca, Raúl; Hernández-Lerma, Onésimo Value iteration in average cost Markov control processes on Borel spaces. (English) Zbl 0843.93093 Acta Appl. Math. 42, No. 2, 203-222 (1996). Reviewer: M.Nisio (Osaka) MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{R. Montes-de-Oca} and \textit{O. Hernández-Lerma}, Acta Appl. Math. 42, No. 2, 203--222 (1996; Zbl 0843.93093) Full Text: DOI
Wakuta, Kazuyoshi Vector-valued Markov decision processes and the systems of linear inequalities. (English) Zbl 0833.90122 Stochastic Processes Appl. 56, No. 1, 159-169 (1995). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{K. Wakuta}, Stochastic Processes Appl. 56, No. 1, 159--169 (1995; Zbl 0833.90122) Full Text: DOI
Cavazos-Cadena, Rolando; Fernández-Gaucherand, Emmanuel Denumerable controlled Markov chains with average reward criterion: Sample path optimality. (English) Zbl 0835.90116 Z. Oper. Res. 41, No. 1, 89-108 (1995). MSC: 90C40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{E. Fernández-Gaucherand}, Z. Oper. Res. 41, No. 1, 89--108 (1995; Zbl 0835.90116) Full Text: DOI
Küenle, Heinz-Uwe On Nash equilibrium solutions in nonzero-sum stochastic games with complete information. (English) Zbl 0820.90143 Int. J. Game Theory 23, No. 4, 303-324 (1994). MSC: 91A15 PDF BibTeX XML Cite \textit{H.-U. Küenle}, Int. J. Game Theory 23, No. 4, 303--324 (1994; Zbl 0820.90143) Full Text: DOI
Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I. Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. (English) Zbl 0809.90128 Z. Oper. Res. 39, No. 2, 131-155 (1994). Reviewer: M.Nisio (Osaka) MSC: 90C40 PDF BibTeX XML Cite \textit{E. Fernández-Gaucherand} et al., Z. Oper. Res. 39, No. 2, 131--155 (1994; Zbl 0809.90128) Full Text: DOI
Holzbaur, Ulrich Bounds for the quality and the number of steps in Bellman’s value iteration algorithm. (English) Zbl 0808.90127 OR Spektrum 15, No. 4, 231-234 (1994). MSC: 90C40 PDF BibTeX XML Cite \textit{U. Holzbaur}, OR Spektrum 15, No. 4, 231--234 (1994; Zbl 0808.90127) Full Text: DOI
Hernández-Lerma, Onésimo Existence of average optimal policies in Markov control processes with strictly unbounded costs. (English) Zbl 0792.93120 Kybernetika 29, No. 1, 1-17 (1993). MSC: 93E20 PDF BibTeX XML Cite \textit{O. Hernández-Lerma}, Kybernetika 29, No. 1, 1--17 (1993; Zbl 0792.93120) Full Text: EuDML Link
Hinderer, K.; Stieglitz, M. A dynamic multi-item two-activity problem. (English) Zbl 0794.90075 OR Spektrum 15, No. 2, 83-94 (1993). Reviewer: S.Das Gupta (Halifax) MSC: 90C39 91B26 90C15 60G40 90C40 PDF BibTeX XML Cite \textit{K. Hinderer} and \textit{M. Stieglitz}, OR Spektrum 15, No. 2, 83--94 (1993; Zbl 0794.90075) Full Text: DOI
Altman, Eitan Asymptotic properties of constrained Markov decision processes. (English) Zbl 0799.90118 Z. Oper. Res. 37, No. 2, 151-170 (1993). Reviewer: K.-H.Waldmann (Karlsruhe) MSC: 90C40 90B35 PDF BibTeX XML Cite \textit{E. Altman}, Z. Oper. Res. 37, No. 2, 151--170 (1993; Zbl 0799.90118) Full Text: DOI
Schneeberger, Stefan Markov-Entscheidungs-Prozesse mit abhängigen Aktionen für optimale Reparaturmaßnahmen bei unvollständiger Information. (Markov decision processes with dependent actions for optimal repair policies under incomplete information). (German) Zbl 0757.90027 OR Spektrum 14, No. 2, 71-78 (1992). MSC: 90B25 90-08 90C40 PDF BibTeX XML Cite \textit{S. Schneeberger}, OR Spektrum 14, No. 2, 71--78 (1992; Zbl 0757.90027) Full Text: DOI
Blume, Lawrence; Easley, David Evolution and market behavior. (English) Zbl 0769.90014 J. Econ. Theory 58, No. 1, 9-40 (1992). MSC: 91B62 PDF BibTeX XML Cite \textit{L. Blume} and \textit{D. Easley}, J. Econ. Theory 58, No. 1, 9--40 (1992; Zbl 0769.90014) Full Text: DOI
Dahlke, H.-D. Finite-stage stochastic decision processes with recursive reward structure. I: Optimality equations and deterministic strategies. (English) Zbl 0817.90130 Optimization 24, No. 1-2, 181-192 (1992). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{H. D. Dahlke}, Optimization 24, No. 1--2, 181--192 (1992; Zbl 0817.90130) Full Text: DOI
Wakuta, Kazuyoshi Optimal stationary policies in the vector-valued Markov decision process. (English) Zbl 0763.90096 Stochastic Processes Appl. 42, No. 1, 149-156 (1992). MSC: 90C40 90C30 90C29 PDF BibTeX XML Cite \textit{K. Wakuta}, Stochastic Processes Appl. 42, No. 1, 149--156 (1992; Zbl 0763.90096) Full Text: DOI
Cavazos-Cadena, Rolando Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state. (English) Zbl 0766.90083 Appl. Math. Optimization 26, No. 2, 171-194 (1992). Reviewer: M.Nisio (Rokko / Kobe) MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Appl. Math. Optim. 26, No. 2, 171--194 (1992; Zbl 0766.90083) Full Text: DOI
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo Equivalence of Lyapunov stability criteria in a class of Markov decision processes. (English) Zbl 0766.90082 Appl. Math. Optimization 26, No. 2, 113-137 (1992). Reviewer: M.Nisio (Rokko / Kobe) MSC: 90C40 93D05 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{O. Hernández-Lerma}, Appl. Math. Optim. 26, No. 2, 113--137 (1992; Zbl 0766.90082) Full Text: DOI
Hernández-Lerma, Onésimo; Muñoz de Özak, Myriam Discrete-time Markov control processes with discounted unbounded costs: optimality criteria. (English) Zbl 0771.93054 Kybernetika 28, No. 3, 191-212 (1992). MSC: 93C55 60J99 93E03 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} and \textit{M. Muñoz de Özak}, Kybernetika 28, No. 3, 191--212 (1992; Zbl 0771.93054) Full Text: EuDML Link
Cavazos-Cadena, Rolando Nonparametric estimation and adaptive control in a class of finite Markov decision chains. (English) Zbl 0736.90077 Ann. Oper. Res. 28, No. 1-4, 169-184 (1991). Reviewer: G.Hübner (Hamburg) MSC: 90C40 93E10 93C40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Ann. Oper. Res. 28, No. 1--4, 169--184 (1991; Zbl 0736.90077) Full Text: DOI
Cavazos-Cadena, Rolando Recent results on conditions for the existence of average optimal stationary policies. (English) Zbl 0744.90097 Ann. Oper. Res. 28, No. 1-4, 3-27 (1991). Reviewer: D.N.Shanbhag (Sheffield) MSC: 90C40 60K30 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Ann. Oper. Res. 28, No. 1--4, 3--27 (1991; Zbl 0744.90097) Full Text: DOI
Hu, Qiying; Hu, Sanli A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case. (English) Zbl 0753.90025 Acta Math. Appl. Sin., Engl. Ser. 7, No. 4, 374-378 (1991). MSC: 90B05 PDF BibTeX XML Cite \textit{Q. Hu} and \textit{S. Hu}, Acta Math. Appl. Sin., Engl. Ser. 7, No. 4, 374--378 (1991; Zbl 0753.90025) Full Text: DOI
Cavazos-Cadena, Rolando Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. (English) Zbl 0734.90112 Kybernetika 27, No. 1, 23-37 (1991). Reviewer: L.Lakatos (Budapest) MSC: 90C40 60J05 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Kybernetika 27, No. 1, 23--37 (1991; Zbl 0734.90112) Full Text: EuDML Link
Tanaka, Kensuke On discounted dynamic programming with constraints. (English) Zbl 0729.90087 J. Math. Anal. Appl. 155, No. 1, 264-277 (1991). Reviewer: K.-H.Waldmann (Karlsruhe) MSC: 90C39 PDF BibTeX XML Cite \textit{K. Tanaka}, J. Math. Anal. Appl. 155, No. 1, 264--277 (1991; Zbl 0729.90087) Full Text: DOI
Cavazos-Cadena, Rolando; Hernández-Lerma, Onésimo Recursive adaptive control of Markov decision processes with the average reward criterion. (English) Zbl 0723.90085 Appl. Math. Optimization 23, No. 3, 193-207 (1991). Reviewer: A.Nowak (Katowice) MSC: 90C40 93E35 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{O. Hernández-Lerma}, Appl. Math. Optim. 23, No. 3, 193--207 (1991; Zbl 0723.90085) Full Text: DOI
Hernández-Lerma, Onésimo; Montes-De-Oca, Raúl; Cavazos-Cadena, Rolando Recurrence conditions for Markov decision processes with Borel state space: A survey. (English) Zbl 0717.90087 Ann. Oper. Res. 28, No. 1-4, 29-46 (1991). MSC: 90C40 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} et al., Ann. Oper. Res. 28, No. 1--4, 29--46 (1991; Zbl 0717.90087) Full Text: DOI
Hinderer, K. Increasing Lipschitz continuous maximizers of some dynamic programs. (English) Zbl 0717.90083 Ann. Oper. Res. 29, No. 1-4, 565-585 (1991). MSC: 90C39 90B05 PDF BibTeX XML Cite \textit{K. Hinderer}, Ann. Oper. Res. 29, No. 1--4, 565--585 (1991; Zbl 0717.90083) Full Text: DOI
Jo, K. Y.; Maimon, O. Z. Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems. (English) Zbl 0739.90030 Eur. J. Oper. Res. 55, No. 1, 71-81 (1991). MSC: 90B30 PDF BibTeX XML Cite \textit{K. Y. Jo} and \textit{O. Z. Maimon}, Eur. J. Oper. Res. 55, No. 1, 71--81 (1991; Zbl 0739.90030) Full Text: DOI
Hübner, G.; Schäl, M. Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes. (English) Zbl 0748.90076 Z. Oper. Res. 35, No. 6, 491-503 (1991). Reviewer: S.Gal (Haifa) MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{G. Hübner} and \textit{M. Schäl}, Z. Oper. Res. 35, No. 6, 491--503 (1991; Zbl 0748.90076) Full Text: DOI
Rieder, U. Structural results for partially observed control models. (English) Zbl 0755.93083 Z. Oper. Res. 35, No. 6, 473-490 (1991). Reviewer: K.M.Ramachandran (Tampa) MSC: 93E20 60J20 90C40 PDF BibTeX XML Cite \textit{U. Rieder}, Z. Oper. Res. 35, No. 6, 473--490 (1991; Zbl 0755.93083) Full Text: DOI
Hernández-Lerma, O.; Hennet, J. C.; Lasserre, J. B. Average cost Markov decision processes: Optimality conditions. (English) Zbl 0739.90072 J. Math. Anal. Appl. 158, No. 2, 396-406 (1991). Reviewer: Y.Ohtsubo (Tobata) MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} et al., J. Math. Anal. Appl. 158, No. 2, 396--406 (1991; Zbl 0739.90072) 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 PDF BibTeX XML Cite \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 PDF BibTeX XML Cite \textit{H.-J. Girlich} and \textit{A. A. Sokolichin}, Ann. Oper. Res. 32, 23--33 (1991; Zbl 0746.90079) Full Text: DOI
Guo, Shizhen; Dong, Zeqing Existence of optimal policy for time non-homogeneous discounted Markovian decision programming. (English) Zbl 0734.90113 Acta Math. Appl. Sin., Engl. Ser. 6, No. 4, 295-307 (1990). MSC: 90C40 PDF BibTeX XML Cite \textit{S. Guo} and \textit{Z. Dong}, Acta Math. Appl. Sin., Engl. Ser. 6, No. 4, 295--307 (1990; Zbl 0734.90113) Full Text: DOI