Neumann, Berenice Anne A myopic adjustment process for mean field games with finite state and action space. (English) Zbl 07797469 Int. J. Game Theory 53, No. 1, 159-195 (2024). MSC: 91A16 91A26 PDFBibTeX XMLCite \textit{B. A. Neumann}, Int. J. Game Theory 53, No. 1, 159--195 (2024; Zbl 07797469) Full Text: DOI arXiv OA License
Wen, Xian; Huo, Haifeng The exponential utility optimality for infinite horizon semi-Markov decision processes. (Chinese. English summary) Zbl 07793050 Chin. J. Appl. Probab. Stat. 39, No. 4, 577-588 (2023). MSC: 90C40 60J20 PDFBibTeX XMLCite \textit{X. Wen} and \textit{H. Huo}, Chin. J. Appl. Probab. Stat. 39, No. 4, 577--588 (2023; Zbl 07793050) Full Text: Link
Azcue, Pablo; Frostig, Esther; Muler, Nora Optimal strategies in a production inventory control model. (English) Zbl 1520.91211 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 43, 43 p. (2023). MSC: 91B38 90B05 90B30 49L25 PDFBibTeX XMLCite \textit{P. Azcue} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 43, 43 p. (2023; Zbl 1520.91211) Full Text: DOI arXiv
Xia, Li; Guo, Xianping; Cao, Xi-Ren A note on the existence of optimal stationary policies for average Markov decision processes with countable states. (English) Zbl 1522.90250 Automatica 151, Article ID 110877, 8 p. (2023). MSC: 90C40 PDFBibTeX XMLCite \textit{L. Xia} et al., Automatica 151, Article ID 110877, 8 p. (2023; Zbl 1522.90250) Full Text: DOI arXiv
Jasso-Fuentes, Héctor; Pacheco, Carlos G.; Salgado-Suárez, Gladys D. Discrete-time switching control in random walks. (English) Zbl 1517.49015 Int. J. Control 96, No. 4, 1090-1102 (2023). MSC: 49K45 60G50 90C39 PDFBibTeX XMLCite \textit{H. Jasso-Fuentes} et al., Int. J. Control 96, No. 4, 1090--1102 (2023; Zbl 1517.49015) Full Text: DOI
Averboukh, Yurii Control theory approach to continuous-time finite state mean field games. (English) Zbl 1516.49037 Math. Control Relat. Fields 13, No. 3, 1109-1130 (2023). MSC: 49N80 91A16 49J45 60J27 34H05 PDFBibTeX XMLCite \textit{Y. Averboukh}, Math. Control Relat. Fields 13, No. 3, 1109--1130 (2023; Zbl 1516.49037) Full Text: DOI arXiv
Wei, Qingda; Chen, Xian Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion. (English) Zbl 1517.90156 J. Optim. Theory Appl. 197, No. 1, 309-333 (2023). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, J. Optim. Theory Appl. 197, No. 1, 309--333 (2023; Zbl 1517.90156) Full Text: DOI
Cohen, Asaf; Zell, Ethan Analysis of the finite-state ergodic master equation. (English) Zbl 1511.91013 Appl. Math. Optim. 87, No. 3, Paper No. 40, 53 p. (2023). MSC: 91A16 49N80 35M99 PDFBibTeX XMLCite \textit{A. Cohen} and \textit{E. Zell}, Appl. Math. Optim. 87, No. 3, Paper No. 40, 53 p. (2023; Zbl 1511.91013) Full Text: DOI arXiv
Ghosh, Mrinal K.; Golui, Subrata; Pal, Chandan; Pradhan, Somnath Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion. (English) Zbl 1508.91029 Stochastic Processes Appl. 158, 40-74 (2023). MSC: 91A15 91A50 91A10 60J20 PDFBibTeX XMLCite \textit{M. K. Ghosh} et al., Stochastic Processes Appl. 158, 40--74 (2023; Zbl 1508.91029) Full Text: DOI arXiv
Golui, Subrata; Pal, Chandan Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion on a general state space. (English) Zbl 1521.91025 Stochastic Anal. Appl. 41, No. 2, 327-357 (2023). Reviewer: Catherine Rainer (Brest) MSC: 91A15 91A10 90C40 PDFBibTeX XMLCite \textit{S. Golui} and \textit{C. Pal}, Stochastic Anal. Appl. 41, No. 2, 327--357 (2023; Zbl 1521.91025) Full Text: DOI
Costa, O. L. V.; Dufour, F. Optimal control of piecewise deterministic Markov processes. (English) Zbl 1504.93397 Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 53-77 (2022). MSC: 93E20 49L12 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, in: Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis's contributions. Cham: Springer. 53--77 (2022; Zbl 1504.93397) Full Text: DOI
Feinberg, Eugene; Mandava, Manasa; Shiryaev, Albert N. Kolmogorov’s equations for jump Markov processes with unbounded jump rates. (English) Zbl 1501.60050 Ann. Oper. Res. 317, No. 2, 587-604 (2022). MSC: 60J76 60J35 PDFBibTeX XMLCite \textit{E. Feinberg} et al., Ann. Oper. Res. 317, No. 2, 587--604 (2022; Zbl 1501.60050) Full Text: DOI arXiv
Zhang, Wenzhao; Zou, Xiaolong Constrained average stochastic games with continuous-time independent state processes. (English) Zbl 1501.91016 Optimization 71, No. 9, 2571-2594 (2022). MSC: 91A15 60J28 PDFBibTeX XMLCite \textit{W. Zhang} and \textit{X. Zou}, Optimization 71, No. 9, 2571--2594 (2022; Zbl 1501.91016) 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 PDFBibTeX XMLCite \textit{X. Wu} and \textit{Y. Tang}, Discrete Dyn. Nat. Soc. 2022, Article ID 1080946, 11 p. (2022; Zbl 1497.90216) Full Text: DOI
Aouad, Ali; Sarıtaç, Ömer Dynamic stochastic matching under limited time. (English) Zbl 1500.90053 Oper. Res. 70, No. 4, 2349-2383 (2022). MSC: 90C27 90C40 PDFBibTeX XMLCite \textit{A. Aouad} and \textit{Ö. Sarıtaç}, Oper. Res. 70, No. 4, 2349--2383 (2022; Zbl 1500.90053) 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 PDFBibTeX XMLCite \textit{X. Wu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 2, 594--604 (2022; Zbl 1513.60098) Full Text: Link
Piunovskiy, Alexey; Zhang, Yi Gradual-impulsive control for continuous-time Markov decision processes with total undiscounted costs and constraints: linear programming approach via a reduction method. (English) Zbl 1495.90230 SIAM J. Control Optim. 60, No. 3, 1892-1917 (2022). MSC: 90C40 60J76 PDFBibTeX XMLCite \textit{A. Piunovskiy} and \textit{Y. Zhang}, SIAM J. Control Optim. 60, No. 3, 1892--1917 (2022; Zbl 1495.90230) Full Text: DOI arXiv
Bhabak, Arnab; Pal, Chandan; Saha, Subhamay Zero-sum semi-Markov games with a probability criterion. (English) Zbl 1489.91057 Stochastics 94, No. 3, 415-431 (2022). MSC: 91A60 60K15 PDFBibTeX XMLCite \textit{A. Bhabak} et al., Stochastics 94, No. 3, 415--431 (2022; Zbl 1489.91057) Full Text: DOI
Golui, Subrata; Pal, Chandan; Saha, Subhamay Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion. (English) Zbl 1494.91009 Dyn. Games Appl. 12, No. 2, 485-512 (2022). MSC: 91A15 91A10 91A05 90C40 PDFBibTeX XMLCite \textit{S. Golui} et al., Dyn. Games Appl. 12, No. 2, 485--512 (2022; Zbl 1494.91009) Full Text: DOI
Feinberg, Eugene A.; Mandava, Manasa; Shiryaev, Albert N. Sufficiency of Markov policies for continuous-time jump Markov decision processes. (English) Zbl 1489.90208 Math. Oper. Res. 47, No. 2, 1266-1286 (2022). MSC: 90C40 90C39 60J25 PDFBibTeX XMLCite \textit{E. A. Feinberg} et al., Math. Oper. Res. 47, No. 2, 1266--1286 (2022; Zbl 1489.90208) Full Text: DOI arXiv
Golui, Subrata; Pal, Chandan Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space. (English) Zbl 1494.90125 Math. Methods Oper. Res. 95, No. 2, 219-247 (2022). MSC: 90C40 PDFBibTeX XMLCite \textit{S. Golui} and \textit{C. Pal}, Math. Methods Oper. Res. 95, No. 2, 219--247 (2022; Zbl 1494.90125) Full Text: DOI arXiv
Wei, Qingda; Chen, Xian Discounted stochastic games for continuous-time jump processes with an uncountable state space. (English) Zbl 1493.91015 Math. Methods Oper. Res. 95, No. 2, 187-218 (2022). MSC: 91A15 60J76 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Math. Methods Oper. Res. 95, No. 2, 187--218 (2022; Zbl 1493.91015) Full Text: DOI
Ghosh, Mrinal K.; Golui, Subrata; Pal, Chandan; Pradhan, Somnath Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs. (English) Zbl 1492.91039 Appl. Math. Optim. 86, No. 1, Paper No. 6, 31 p. (2022). MSC: 91A15 90C40 PDFBibTeX XMLCite \textit{M. K. Ghosh} et al., Appl. Math. Optim. 86, No. 1, Paper No. 6, 31 p. (2022; Zbl 1492.91039) Full Text: DOI arXiv
Biswas, Anup; Pradhan, Somnath Ergodic risk-sensitive control of Markov processes on countable state space revisited. (English) Zbl 1493.90218 ESAIM, Control Optim. Calc. Var. 28, Paper No. 26, 50 p. (2022). MSC: 90C40 91B06 60J10 PDFBibTeX XMLCite \textit{A. Biswas} and \textit{S. Pradhan}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 26, 50 p. (2022; Zbl 1493.90218) Full Text: DOI arXiv
Su, Yan; Li, Junping On the optimality of a maintenance queueing system. (English) Zbl 1525.90153 Oper. Res. Lett. 50, No. 1, 32-39 (2022). MSC: 90B22 90B25 90C40 PDFBibTeX XMLCite \textit{Y. Su} and \textit{J. Li}, Oper. Res. Lett. 50, No. 1, 32--39 (2022; Zbl 1525.90153) Full Text: DOI
Feinberg, E. A.; Shiryaev, A. N. Kolmogorov’s equations for jump Markov processes and their applications to control problems. (English. Russian original) Zbl 1492.60223 Theory Probab. Appl. 66, No. 4, 582-600 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 734-759 (2021). MSC: 60J27 93E20 60J76 PDFBibTeX XMLCite \textit{E. A. Feinberg} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 66, No. 4, 582--600 (2022; Zbl 1492.60223); translation from Teor. Veroyatn. Primen. 66, No. 4, 734--759 (2021) Full Text: DOI arXiv
Golui, Subrata; Pal, Chandan Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion. (English) Zbl 1482.91016 Stochastic Anal. Appl. 40, No. 1, 78-95 (2022). MSC: 91A15 91A10 91A05 60J27 PDFBibTeX XMLCite \textit{S. Golui} and \textit{C. Pal}, Stochastic Anal. Appl. 40, No. 1, 78--95 (2022; Zbl 1482.91016) Full Text: DOI
Clempner, Julio B. Solving the cost to go with time penalization using the Lagrange optimization approach. (English) Zbl 1507.90167 Soft Comput. 25, No. 6, 4191-4199 (2021). MSC: 90C30 90B35 PDFBibTeX XMLCite \textit{J. B. Clempner}, Soft Comput. 25, No. 6, 4191--4199 (2021; Zbl 1507.90167) Full Text: DOI
Cardelli, Luca; Grosu, Radu; Larsen, Kim G.; Tribastone, Mirco; Tschaikowski, Max; Vandin, Andrea Lumpability for uncertain continuous-time Markov chains. (English) Zbl 1492.60219 Abate, Alessandro (ed.) et al., Quantitative evaluation of systems. 18th international conference, QEST 2021, Paris, France, August 23–27, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12846, 391-409 (2021). MSC: 60J25 PDFBibTeX XMLCite \textit{L. Cardelli} et al., Lect. Notes Comput. Sci. 12846, 391--409 (2021; Zbl 1492.60219) Full Text: DOI Link
Bhabak, Arnab; Saha, Subhamay Continuous-time zero-sum games with probability criterion. (English) Zbl 1489.91006 Stochastic Anal. Appl. 39, No. 6, 1130-1143 (2021). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 91A10 91A15 60J27 PDFBibTeX XMLCite \textit{A. Bhabak} and \textit{S. Saha}, Stochastic Anal. Appl. 39, No. 6, 1130--1143 (2021; Zbl 1489.91006) Full Text: DOI
Huo, Haifeng; Wen, Xian First passage exponential optimality problem for semi-Markov decision processes. (English) Zbl 1471.93279 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, 19-37 (2021). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{H. Huo} and \textit{X. Wen}, Emerg. Complex. Comput. 41, 19--37 (2021; Zbl 1471.93279) Full Text: DOI
Wei, Qingda Constrained expected average stochastic games for continuous-time jump processes. (English) Zbl 1468.91015 Appl. Math. Optim. 83, No. 3, 1277-1309 (2021). MSC: 91A15 60J76 60J85 PDFBibTeX XMLCite \textit{Q. Wei}, Appl. Math. Optim. 83, No. 3, 1277--1309 (2021; Zbl 1468.91015) Full Text: DOI
Leite, Saul C.; Fragoso, Marcelo D.; Teixeira, Rodolfo S. Switching diffusion approximations for optimal power management in parallel processing systems. (English) Zbl 1473.90057 Stoch. Models 37, No. 2, 367-414 (2021). MSC: 90B22 90C40 60K25 93E20 PDFBibTeX XMLCite \textit{S. C. Leite} et al., Stoch. Models 37, No. 2, 367--414 (2021; Zbl 1473.90057) Full Text: DOI
Su, Yan; Li, Junping Optimality of admission control in an \(M/M/1/N\) queue with varying services. (English) Zbl 1469.60294 Stoch. Models 37, No. 2, 317-334 (2021). MSC: 60K25 90C40 90B22 PDFBibTeX XMLCite \textit{Y. Su} and \textit{J. Li}, Stoch. Models 37, No. 2, 317--334 (2021; Zbl 1469.60294) Full Text: DOI
Guo, Xin; Huang, Yonghui Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates. (English) Zbl 1470.90152 J. Appl. Probab. 58, No. 2, 523-550 (2021). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{X. Guo} and \textit{Y. Huang}, J. Appl. Probab. 58, No. 2, 523--550 (2021; Zbl 1470.90152) Full Text: DOI
Wei, Qingda; Chen, Xian Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion. (English) Zbl 1461.91034 Appl. Math. Optim. 83, No. 2, 915-938 (2021). MSC: 91A15 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Appl. Math. Optim. 83, No. 2, 915--938 (2021; Zbl 1461.91034) Full Text: DOI
Feng, Qian; Shao, Jinghai Optimal singular control problem in infinite horizon for stochastic processes with regime-switching. (English) Zbl 1459.93190 SIAM J. Control Optim. 59, No. 2, 906-930 (2021). MSC: 93E20 93C30 93C35 90C39 PDFBibTeX XMLCite \textit{Q. Feng} and \textit{J. Shao}, SIAM J. Control Optim. 59, No. 2, 906--930 (2021; Zbl 1459.93190) Full Text: DOI
Pal, Chandan; Saha, Subhamay Continuous-time zero-sum stochastic game with stopping and control. (English) Zbl 1525.91032 Oper. Res. Lett. 48, No. 6, 715-719 (2020). MSC: 91A15 60G40 91A55 PDFBibTeX XMLCite \textit{C. Pal} and \textit{S. Saha}, Oper. Res. Lett. 48, No. 6, 715--719 (2020; Zbl 1525.91032) Full Text: DOI arXiv
Neumann, Berenice Anne Stationary equilibria of mean field games with finite state and action space. (English) Zbl 1457.91061 Dyn. Games Appl. 10, No. 4, 845-871 (2020). MSC: 91A16 91A70 90C40 PDFBibTeX XMLCite \textit{B. A. Neumann}, Dyn. Games Appl. 10, No. 4, 845--871 (2020; Zbl 1457.91061) Full Text: DOI arXiv
Ashkenazi-Golan, Galit; Flesch, János; Predtetchinski, Arkadi; Solan, Eilon Reachability and safety objectives in Markov decision processes on long but finite horizons. (English) Zbl 1445.90114 J. Optim. Theory Appl. 185, No. 3, 945-965 (2020). MSC: 90C40 PDFBibTeX XMLCite \textit{G. Ashkenazi-Golan} et al., J. Optim. Theory Appl. 185, No. 3, 945--965 (2020; Zbl 1445.90114) Full Text: DOI arXiv
Su, Yan; Li, Junping Bias optimality of admission control in a non-stationary repairable queue. (English) Zbl 1525.90152 Oper. Res. Lett. 48, No. 3, 317-322 (2020). MSC: 90B22 60K25 90C40 PDFBibTeX XMLCite \textit{Y. Su} and \textit{J. Li}, Oper. Res. Lett. 48, No. 3, 317--322 (2020; Zbl 1525.90152) Full Text: DOI
Wu, Xiao; Guo, Xianping Convergence of Markov decision processes with constraints and state-action dependent discount factors. (English) Zbl 1433.90185 Sci. China, Math. 63, No. 1, 167-182 (2020). MSC: 90C40 60J10 93E20 PDFBibTeX XMLCite \textit{X. Wu} and \textit{X. Guo}, Sci. China, Math. 63, No. 1, 167--182 (2020; Zbl 1433.90185) Full Text: DOI
Piunovskiy, Alexey; Zhang, Yi On reducing a constrained gradual-impulsive control problem for a jump Markov model to a model with gradual control only. (English) Zbl 1435.90142 SIAM J. Control Optim. 58, No. 1, 192-214 (2020). MSC: 90C40 60J76 PDFBibTeX XMLCite \textit{A. Piunovskiy} and \textit{Y. Zhang}, SIAM J. Control Optim. 58, No. 1, 192--214 (2020; Zbl 1435.90142) Full Text: DOI
Trejo, Kristal K.; Clempner, Julio B.; Poznyak, Alexander S. Proximal constrained optimization approach with time penalization. (English) Zbl 1523.90278 Eng. Optim. 51, No. 7, 1207-1228 (2019). MSC: 90C25 90C56 PDFBibTeX XMLCite \textit{K. K. Trejo} et al., Eng. Optim. 51, No. 7, 1207--1228 (2019; Zbl 1523.90278) Full Text: DOI
Costa, O. L. V.; Dufour, F. Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes. (English) Zbl 1502.90187 Stochastics 91, No. 6, 817-835 (2019). MSC: 90C40 49L20 60J25 93E20 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{F. Dufour}, Stochastics 91, No. 6, 817--835 (2019; Zbl 1502.90187) Full Text: DOI
Pal, Chandan; Pradhan, Somnath Risk sensitive control of pure jump processes on a general state space. (English) Zbl 1492.93204 Stochastics 91, No. 2, 155-174 (2019). MSC: 93E20 60J76 PDFBibTeX XMLCite \textit{C. Pal} and \textit{S. Pradhan}, Stochastics 91, No. 2, 155--174 (2019; Zbl 1492.93204) Full Text: DOI
Li, Quan-Lin; Ma, Jing-Yu; Fan, Rui-Na; Xia, Li An overview for Markov decision processes in queues and networks. (English) Zbl 1473.90175 Li, Quan-Lin (ed.) et al., Stochastic models in reliability, network security and system safety. Essays dedicated to Professor Jinhua Cao on the occasion of his 80th birthday. Singapore: Springer. Commun. Comput. Inf. Sci. 1102, 44-71 (2019). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 90B22 90B10 90-02 PDFBibTeX XMLCite \textit{Q.-L. Li} et al., Commun. Comput. Inf. Sci. 1102, 44--71 (2019; Zbl 1473.90175) Full Text: DOI arXiv
Guo, Xianping; Zhang, Junyu Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces. (English) Zbl 1441.93338 Discrete Event Dyn. Syst. 29, No. 4, 445-471 (2019). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{X. Guo} and \textit{J. Zhang}, Discrete Event Dyn. Syst. 29, No. 4, 445--471 (2019; Zbl 1441.93338) Full Text: DOI
Su, Yan; Li, Junping; Li, Yanyun Optimality of admission control in a repairable queue. (English) Zbl 1476.90095 Oper. Res. Lett. 47, No. 3, 202-207 (2019). MSC: 90B22 60K25 90C40 PDFBibTeX XMLCite \textit{Y. Su} et al., Oper. Res. Lett. 47, No. 3, 202--207 (2019; Zbl 1476.90095) Full Text: DOI
Guo, Xianping; Liao, Zhong-Wei Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates. (English) Zbl 1432.90157 SIAM J. Control Optim. 57, No. 6, 3857-3883 (2019). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{X. Guo} and \textit{Z.-W. Liao}, SIAM J. Control Optim. 57, No. 6, 3857--3883 (2019; Zbl 1432.90157) Full Text: DOI
Wei, Qingda Mean-semivariance optimality for continuous-time Markov decision processes. (English) Zbl 1425.90130 Syst. Control Lett. 125, 67-74 (2019). MSC: 90C40 PDFBibTeX XMLCite \textit{Q. Wei}, Syst. Control Lett. 125, 67--74 (2019; Zbl 1425.90130) Full Text: DOI
Dupuis, Paul; Laschos, Vaios; Ramanan, Kavita Exit time risk-sensitive control for systems of cooperative agents. (English) Zbl 1422.93185 Math. Control Signals Syst. 31, No. 3, 279-332 (2019). MSC: 93E20 91B06 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Math. Control Signals Syst. 31, No. 3, 279--332 (2019; Zbl 1422.93185) Full Text: DOI arXiv
Champagnat, Nicolas; Claisse, Julien On the link between infinite horizon control and quasi-stationary distributions. (English) Zbl 1408.93147 Stochastic Processes Appl. 129, No. 3, 771-798 (2019). MSC: 93E20 60J28 60J85 90C39 PDFBibTeX XMLCite \textit{N. Champagnat} and \textit{J. Claisse}, Stochastic Processes Appl. 129, No. 3, 771--798 (2019; Zbl 1408.93147) Full Text: DOI arXiv
Wei, Qingda Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games. (English) Zbl 1420.91014 Stat. Probab. Lett. 147, 96-104 (2019). MSC: 91A15 91A05 91A44 PDFBibTeX XMLCite \textit{Q. Wei}, Stat. Probab. Lett. 147, 96--104 (2019; Zbl 1420.91014) Full Text: DOI
Liu, Shanshan; Xing, Xiaoyu; Liu, Guoxin Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation. (English) Zbl 1407.60118 Stat. Probab. Lett. 147, 45-56 (2019). MSC: 60K15 60J55 PDFBibTeX XMLCite \textit{S. Liu} et al., Stat. Probab. Lett. 147, 45--56 (2019; Zbl 1407.60118) Full Text: DOI
Niño-Mora, José Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization. (English) Zbl 1458.90212 Comput. Oper. Res. 103, 221-236 (2019). MSC: 90B22 90B15 90C40 90B18 PDFBibTeX XMLCite \textit{J. Niño-Mora}, Comput. Oper. Res. 103, 221--236 (2019; Zbl 1458.90212) Full Text: DOI arXiv
Zayas-Cabán, Gabriel; Ahn, Hyun-Soo Dynamic control of a single-server system when jobs change status. (English) Zbl 1423.90064 Probab. Eng. Inf. Sci. 32, No. 3, 353-395 (2018). MSC: 90B22 90C40 60K25 PDFBibTeX XMLCite \textit{G. Zayas-Cabán} and \textit{H.-S. Ahn}, Probab. Eng. Inf. Sci. 32, No. 3, 353--395 (2018; Zbl 1423.90064) Full Text: DOI
Wei, Qingda Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion. (English) Zbl 1525.91033 Oper. Res. Lett. 46, No. 1, 69-75 (2018). MSC: 91A15 90C40 91A05 PDFBibTeX XMLCite \textit{Q. Wei}, Oper. Res. Lett. 46, No. 1, 69--75 (2018; Zbl 1525.91033) Full Text: DOI
Liu, Qiuli; Zou, Xiaolong A risk minimization problem for finite horizon semi-Markov decision processes with loss rates. (English) Zbl 1406.90124 J. Dyn. Games 5, No. 2, 143-163 (2018). MSC: 90C40 93E20 PDFBibTeX XMLCite \textit{Q. Liu} and \textit{X. Zou}, J. Dyn. Games 5, No. 2, 143--163 (2018; Zbl 1406.90124) Full Text: DOI
Liu, Qiuli; Zeng, Qingguo; Huang, Jinghao; Li, Deliang Optimal intervention in semi-Markov-based asynchronous probabilistic Boolean networks. (English) Zbl 1405.92106 Complexity 2018, Article ID 8983670, 12 p. (2018). MSC: 92C42 92D20 93E20 PDFBibTeX XMLCite \textit{Q. Liu} et al., Complexity 2018, Article ID 8983670, 12 p. (2018; Zbl 1405.92106) Full Text: DOI
Clempner, Julio B. A continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategies. (English) Zbl 1418.91119 Int. J. Control 91, No. 11, 2494-2510 (2018). MSC: 91A65 60G50 91A15 PDFBibTeX XMLCite \textit{J. B. Clempner}, Int. J. Control 91, No. 11, 2494--2510 (2018; Zbl 1418.91119) Full Text: DOI
Li, Yanjie; Wu, Xinyu; Lou, Yunjiang; Chen, Haoyao; Li, Jiangang Coupling based estimation approaches for the average reward performance potential in Markov chains. (English) Zbl 1414.60061 Automatica 93, 172-182 (2018). MSC: 60J20 93E10 PDFBibTeX XMLCite \textit{Y. Li} et al., Automatica 93, 172--182 (2018; Zbl 1414.60061) Full Text: DOI
Brunetti, Ilaria; Hayel, Yezekael; Altman, Eitan State-policy dynamics in evolutionary games. (English) Zbl 1390.91048 Dyn. Games Appl. 8, No. 1, 93-116 (2018). MSC: 91A22 PDFBibTeX XMLCite \textit{I. Brunetti} et al., Dyn. Games Appl. 8, No. 1, 93--116 (2018; Zbl 1390.91048) Full Text: DOI HAL
Çekyay, Bora Customizing exponential semi-Markov decision processes under the discounted cost criterion. (English) Zbl 1403.90649 Eur. J. Oper. Res. 266, No. 1, 168-178 (2018). MSC: 90C40 60K15 90B22 90B25 90C39 PDFBibTeX XMLCite \textit{B. Çekyay}, Eur. J. Oper. Res. 266, No. 1, 168--178 (2018; Zbl 1403.90649) Full Text: DOI
Claisse, Julien Optimal control of branching diffusion processes: a finite horizon problem. (English) Zbl 1386.93303 Ann. Appl. Probab. 28, No. 1, 1-34 (2018). MSC: 93E20 60J60 60J80 49L20 49L25 60J70 60J85 PDFBibTeX XMLCite \textit{J. Claisse}, Ann. Appl. Probab. 28, No. 1, 1--34 (2018; Zbl 1386.93303) Full Text: DOI arXiv
Xia, Li Variance minimization of parameterized Markov decision processes. (English) Zbl 1384.93142 Discrete Event Dyn. Syst. 28, No. 1, 63-81 (2018). MSC: 93E03 90C40 93C65 PDFBibTeX XMLCite \textit{L. Xia}, Discrete Event Dyn. Syst. 28, No. 1, 63--81 (2018; Zbl 1384.93142) Full Text: DOI
Piunovskiy, Alexey Realizable strategies in continuous-time Markov decision processes. (English) Zbl 1392.90121 SIAM J. Control Optim. 56, No. 1, 473-495 (2018). MSC: 90C40 60J25 60J75 PDFBibTeX XMLCite \textit{A. Piunovskiy}, SIAM J. Control Optim. 56, No. 1, 473--495 (2018; Zbl 1392.90121) Full Text: DOI
Guo, Xin; Piunovskiy, Alexey; Zhang, Yi Note on discounted continuous-time Markov decision processes with a lower bounding function. (English) Zbl 1405.90136 J. Appl. Probab. 54, No. 4, 1071-1088 (2017). MSC: 90C40 60J25 PDFBibTeX XMLCite \textit{X. Guo} et al., J. Appl. Probab. 54, No. 4, 1071--1088 (2017; Zbl 1405.90136) Full Text: DOI arXiv
Huang, Xiangxiang; Guo, Xianping; Peng, Jianping A probability criterion for zero-sum stochastic games. (English) Zbl 1386.91024 J. Dyn. Games 4, No. 4, 369-383 (2017). MSC: 91A15 60J27 90C40 PDFBibTeX XMLCite \textit{X. Huang} et al., J. Dyn. Games 4, No. 4, 369--383 (2017; Zbl 1386.91024) Full Text: DOI
Huo, Haifeng; Zou, Xiaolong; Guo, Xianping The risk probability criterion for discounted continuous-time Markov decision processes. (English) Zbl 1386.93308 Discrete Event Dyn. Syst. 27, No. 4, 675-699 (2017). MSC: 93E20 90C40 49L20 PDFBibTeX XMLCite \textit{H. Huo} et al., Discrete Event Dyn. Syst. 27, No. 4, 675--699 (2017; Zbl 1386.93308) Full Text: DOI
Wei, Qingda; Chen, Xian Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. (English) Zbl 1374.93388 Discrete Event Dyn. Syst. 27, No. 3, 501-524 (2017). MSC: 93E20 60J27 90C40 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Discrete Event Dyn. Syst. 27, No. 3, 501--524 (2017; Zbl 1374.93388) Full Text: DOI
Krak, Thomas; De Bock, Jasper; Siebes, Arno Imprecise continuous-time Markov chains. (English) Zbl 1427.60164 Int. J. Approx. Reasoning 88, 452-528 (2017). MSC: 60J27 PDFBibTeX XMLCite \textit{T. Krak} et al., Int. J. Approx. Reasoning 88, 452--528 (2017; Zbl 1427.60164) Full Text: DOI arXiv Link
Guo, Xianping; Huang, Yonghui; Zhang, Yi Constrained continuous-time Markov decision processes on the finite horizon. (English) Zbl 1370.90285 Appl. Math. Optim. 75, No. 2, 317-341 (2017). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{X. Guo} et al., Appl. Math. Optim. 75, No. 2, 317--341 (2017; Zbl 1370.90285) Full Text: DOI
Neyman, Abraham Continuous-time stochastic games. (English) Zbl 1393.91008 Games Econ. Behav. 104, 92-130 (2017). MSC: 91A15 91A20 PDFBibTeX XMLCite \textit{A. Neyman}, Games Econ. Behav. 104, 92--130 (2017; Zbl 1393.91008) Full Text: DOI Link
Flesch, János; Predtetchinski, Arkadi; Solan, Eilon Sporadic overtaking optimality in Markov decision problems. (English) Zbl 1391.90632 Dyn. Games Appl. 7, No. 2, 212-228 (2017). MSC: 90C40 PDFBibTeX XMLCite \textit{J. Flesch} et al., Dyn. Games Appl. 7, No. 2, 212--228 (2017; Zbl 1391.90632) Full Text: DOI
Bandini, Elena; Fuhrman, Marco Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes. (English) Zbl 1362.93163 Stochastic Processes Appl. 127, No. 5, 1441-1474 (2017). MSC: 93E20 60H10 60G55 60J25 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{M. Fuhrman}, Stochastic Processes Appl. 127, No. 5, 1441--1474 (2017; Zbl 1362.93163) Full Text: DOI arXiv
De Bock, Jasper The limit behaviour of imprecise continuous-time Markov chains. (English) Zbl 1373.60131 J. Nonlinear Sci. 27, No. 1, 159-196 (2017). MSC: 60J27 34K25 34K50 60J35 37A25 PDFBibTeX XMLCite \textit{J. De Bock}, J. Nonlinear Sci. 27, No. 1, 159--196 (2017; Zbl 1373.60131) Full Text: DOI arXiv
Bandini, Elena; Confortola, Fulvia Optimal control of semi-Markov processes with a backward stochastic differential equations approach. (English) Zbl 1360.93764 Math. Control Signals Syst. 29, No. 1, Paper No. 1, 35 p. (2017). MSC: 93E20 60J75 60H10 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Confortola}, Math. Control Signals Syst. 29, No. 1, Paper No. 1, 35 p. (2017; Zbl 1360.93764) Full Text: DOI arXiv
Wei, Qingda Finite approximation for finite-horizon continuous-time Markov decision processes. (English) Zbl 1360.93789 4OR 15, No. 1, 67-84 (2017). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{Q. Wei}, 4OR 15, No. 1, 67--84 (2017; Zbl 1360.93789) Full Text: DOI
Zou, Xiaolong; Huang, Yonghui Verifiable conditions for average optimality of continuous-time Markov decision processes. (English) Zbl 1408.90314 Oper. Res. Lett. 44, No. 6, 742-746 (2016). MSC: 90C40 PDFBibTeX XMLCite \textit{X. Zou} and \textit{Y. Huang}, Oper. Res. Lett. 44, No. 6, 742--746 (2016; Zbl 1408.90314) Full Text: DOI
Wei, Qingda; Chen, Xian Continuous-time Markov decision processes under the risk-sensitive average cost criterion. (English) Zbl 1380.90279 Oper. Res. Lett. 44, No. 4, 457-462 (2016). MSC: 90C40 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Oper. Res. Lett. 44, No. 4, 457--462 (2016; Zbl 1380.90279) Full Text: DOI arXiv
Wei, Qingda; Chen, Xian Stochastic games for continuous-time jump processes under finite-horizon payoff criterion. (English) Zbl 1360.91023 Appl. Math. Optim. 74, No. 2, 273-301 (2016). MSC: 91A15 91A05 60J75 90C40 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Chen}, Appl. Math. Optim. 74, No. 2, 273--301 (2016; Zbl 1360.91023) Full Text: DOI
Wei, Qingda Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. (English) Zbl 1354.93179 Math. Methods Oper. Res. 84, No. 3, 461-487 (2016). MSC: 93E20 90C40 PDFBibTeX XMLCite \textit{Q. Wei}, Math. Methods Oper. Res. 84, No. 3, 461--487 (2016; Zbl 1354.93179) Full Text: DOI
Prieto-Rumeau, Tomás; Hernández-Lerma, Onésimo Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results. (English) Zbl 1386.60263 Ann. Oper. Res. 241, No. 1-2, 249-293 (2016). MSC: 60J27 90C40 60J22 60-02 PDFBibTeX XMLCite \textit{T. Prieto-Rumeau} and \textit{O. Hernández-Lerma}, Ann. Oper. Res. 241, No. 1--2, 249--293 (2016; Zbl 1386.60263) Full Text: DOI
Spieksma, F. M. Kolmogorov forward equation and explosiveness in countable state Markov processes. (English) Zbl 1348.90621 Ann. Oper. Res. 241, No. 1-2, 3-22 (2016). MSC: 90C40 PDFBibTeX XMLCite \textit{F. M. Spieksma}, Ann. Oper. Res. 241, No. 1--2, 3--22 (2016; Zbl 1348.90621) Full Text: DOI
Dufour, F.; Piunovskiy, A. B. Impulsive control for continuous-time Markov decision processes: a linear programming approach. (English) Zbl 1347.49031 Appl. Math. Optim. 74, No. 1, 129-161 (2016). MSC: 49J55 49K45 49N25 90C40 90C05 93E20 60J25 PDFBibTeX XMLCite \textit{F. Dufour} and \textit{A. B. Piunovskiy}, Appl. Math. Optim. 74, No. 1, 129--161 (2016; Zbl 1347.49031) Full Text: DOI
Carrillo, Lizeth; Escobar, Jesica A.; Clempner, Julio B.; Poznyak, Alexander S. Optimization problems in chemical reactions using continuous-time Markov chains. (English) Zbl 1346.92083 J. Math. Chem. 54, No. 6, 1233-1254 (2016). MSC: 92E20 60J28 PDFBibTeX XMLCite \textit{L. Carrillo} et al., J. Math. Chem. 54, No. 6, 1233--1254 (2016; Zbl 1346.92083) Full Text: DOI
Cao, Ping; Xie, Jingui Optimal control of a multiclass queueing system when customers can change types. (English) Zbl 1341.60110 Queueing Syst. 82, No. 3-4, 285-313 (2016). MSC: 60K25 90C40 49J55 93E20 90B22 68M20 PDFBibTeX XMLCite \textit{P. Cao} and \textit{J. Xie}, Queueing Syst. 82, No. 3--4, 285--313 (2016; Zbl 1341.60110) Full Text: DOI
Yin, G.; Guo, Xian-ping; Talafha, Yousef; Baran, Nicholas A. Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation. (English) Zbl 1338.49039 Acta Math. Appl. Sin., Engl. Ser. 32, No. 1, 17-34 (2016). MSC: 49J55 93E20 60H10 34F05 60J60 60J75 60J27 PDFBibTeX XMLCite \textit{G. Yin} et al., Acta Math. Appl. Sin., Engl. Ser. 32, No. 1, 17--34 (2016; Zbl 1338.49039) Full Text: DOI
Li, Yanjie; Wu, Xinyu A unified approach to time-aggregated Markov decision processes. (English) Zbl 1335.93149 Automatica 67, 77-84 (2016). MSC: 93E25 90C40 93E20 PDFBibTeX XMLCite \textit{Y. Li} and \textit{X. Wu}, Automatica 67, 77--84 (2016; Zbl 1335.93149) Full Text: DOI
Lorenzo, José María; Hernández-Noriega, Ismael; Prieto-Rumeau, Tomás Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion. (English) Zbl 1408.91024 Oper. Res. Lett. 43, No. 1, 110-116 (2015). MSC: 91A15 90C40 PDFBibTeX XMLCite \textit{J. M. Lorenzo} et al., Oper. Res. Lett. 43, No. 1, 110--116 (2015; Zbl 1408.91024) Full Text: DOI
Spieksma, F. M. Countable state Markov processes: non-explosiveness and moment function. (English) Zbl 1379.60088 Probab. Eng. Inf. Sci. 29, No. 4, 623-637 (2015). MSC: 60J27 PDFBibTeX XMLCite \textit{F. M. Spieksma}, Probab. Eng. Inf. Sci. 29, No. 4, 623--637 (2015; Zbl 1379.60088) Full Text: DOI
Xia, Li; Shihada, Basem A Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networks. (English) Zbl 1341.90025 Eur. J. Oper. Res. 242, No. 3, 778-787 (2015). MSC: 90B18 90B22 60K20 PDFBibTeX XMLCite \textit{L. Xia} and \textit{B. Shihada}, Eur. J. Oper. Res. 242, No. 3, 778--787 (2015; Zbl 1341.90025) Full Text: DOI Link
Guo, Xianping; Huang, Xiangxiang; Huang, Yonghui Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates. (English) Zbl 1330.90125 Adv. Appl. Probab. 47, No. 4, 1064-1087 (2015). MSC: 90C40 93E20 60J27 PDFBibTeX XMLCite \textit{X. Guo} et al., Adv. Appl. Probab. 47, No. 4, 1064--1087 (2015; Zbl 1330.90125) Full Text: DOI Euclid
Piunovskiy, Alexey Randomized and relaxed strategies in continuous-time Markov decision processes. (English) Zbl 1336.90101 SIAM J. Control Optim. 53, No. 6, 3503-3533 (2015). MSC: 90C40 60J25 60J75 PDFBibTeX XMLCite \textit{A. Piunovskiy}, SIAM J. Control Optim. 53, No. 6, 3503--3533 (2015; Zbl 1336.90101) Full Text: DOI
Prieto-Rumeau, Tomás; Lorenzo, José María Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion. (English) Zbl 1335.91017 Top 23, No. 3, 799-836 (2015). MSC: 91A15 60J27 91A05 PDFBibTeX XMLCite \textit{T. Prieto-Rumeau} and \textit{J. M. Lorenzo}, Top 23, No. 3, 799--836 (2015; Zbl 1335.91017) Full Text: DOI
Huang, Yonghui; Guo, Xianping Mean-variance problems for finite horizon semi-Markov decision processes. (English) Zbl 1343.93100 Appl. Math. Optim. 72, No. 2, 233-259 (2015). MSC: 93E20 93C55 49J55 49K45 90C40 49L20 90C39 90C05 PDFBibTeX XMLCite \textit{Y. Huang} and \textit{X. Guo}, Appl. Math. Optim. 72, No. 2, 233--259 (2015; Zbl 1343.93100) Full Text: DOI
Huang, XiangXiang; Zou, XiaoLong; Guo, XianPing A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates. (English) Zbl 1327.90367 Sci. China, Math. 58, No. 9, 1923-1938 (2015). MSC: 90C40 60J27 PDFBibTeX XMLCite \textit{X. Huang} et al., Sci. China, Math. 58, No. 9, 1923--1938 (2015; Zbl 1327.90367) Full Text: DOI
Wu, Xiao; Guo, Xianping First passage optimality and variance minimisation of Markov decision processes with varying discount factors. (English) Zbl 1327.90374 J. Appl. Probab. 52, No. 2, 441-456 (2015). MSC: 90C40 93E20 60J27 PDFBibTeX XMLCite \textit{X. Wu} and \textit{X. Guo}, J. Appl. Probab. 52, No. 2, 441--456 (2015; Zbl 1327.90374) Full Text: DOI Euclid
Xia, Li; Jia, Qing-Shan Parameterized Markov decision process and its application to service rate control. (English) Zbl 1318.93062 Automatica 54, 29-35 (2015). MSC: 93C65 90C40 93E20 93E25 PDFBibTeX XMLCite \textit{L. Xia} and \textit{Q.-S. Jia}, Automatica 54, 29--35 (2015; Zbl 1318.93062) Full Text: DOI