El-Hadidy, Mohamed Abd Allah The searching algorithm for detecting a Markovian target based on maximizing the discounted effort reward search. (English) Zbl 07329948 J. Egypt. Math. Soc. 28, Paper No. 37, 18 p. (2020). MSC: 37A50 60K30 90B40 90C40 90C59 PDF BibTeX XML Cite \textit{M. A. A. El-Hadidy}, J. Egypt. Math. Soc. 28, Paper No. 37, 18 p. (2020; Zbl 07329948) Full Text: DOI
Eshragh, Ali; Filar, Jerzy A.; Kalinowski, Thomas; Mohammadian, Sogol Hamiltonian cycles and subsets of discounted occupational measures. (English) Zbl 1455.90145 Math. Oper. Res. 45, No. 2, 713-731 (2020). MSC: 90C40 90C35 05C80 05C81 PDF BibTeX XML Cite \textit{A. Eshragh} et al., Math. Oper. Res. 45, No. 2, 713--731 (2020; Zbl 1455.90145) Full Text: DOI
Niño-Mora, José A verification theorem for threshold-indexability of real-state discounted restless bandits. (English) Zbl 1455.90147 Math. Oper. Res. 45, No. 2, 465-496 (2020). MSC: 90C40 90B36 90C39 90C48 PDF BibTeX XML Cite \textit{J. Niño-Mora}, Math. Oper. Res. 45, No. 2, 465--496 (2020; Zbl 1455.90147) 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 PDF BibTeX XML Cite \textit{X. Guo} and \textit{Z.-W. Liao}, SIAM J. Control Optim. 57, No. 6, 3857--3883 (2019; Zbl 1432.90157) Full Text: DOI
Piunovskiy, Alexey; Plakhov, Alexander; Torres, Delfim F. M.; Zhang, Yi Optimal impulse control of dynamical systems. (English) Zbl 1420.49038 SIAM J. Control Optim. 57, No. 4, 2720-2752 (2019). MSC: 49N25 90C40 PDF BibTeX XML Cite \textit{A. Piunovskiy} et al., SIAM J. Control Optim. 57, No. 4, 2720--2752 (2019; Zbl 1420.49038) Full Text: DOI arXiv
Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G. Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs. (English) Zbl 1449.93262 Kybernetika 55, No. 1, 166-182 (2019). MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{B. A. Escobedo-Trujillo} and \textit{C. G. Higuera-Chan}, Kybernetika 55, No. 1, 166--182 (2019; Zbl 1449.93262) Full Text: DOI
Feinberg, Eugene A.; Piunovskiy, Alexey Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria. (English) Zbl 1411.90351 SIAM J. Control Optim. 57, No. 1, 163-191 (2019). MSC: 90C40 93E20 93E03 PDF BibTeX XML Cite \textit{E. A. Feinberg} and \textit{A. Piunovskiy}, SIAM J. Control Optim. 57, No. 1, 163--191 (2019; Zbl 1411.90351) Full Text: DOI
Costa, O. L. V.; Dufour, F. Zero-sum discounted reward criterion games for piecewise deterministic Markov processes. (English) Zbl 1403.90650 Appl. Math. Optim. 78, No. 3, 587-611 (2018). MSC: 90C40 91A05 91A15 93E03 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{F. Dufour}, Appl. Math. Optim. 78, No. 3, 587--611 (2018; Zbl 1403.90650) Full Text: DOI
Zhang, Wenzhao Continuous-time constrained stochastic games under the discounted cost criteria. (English) Zbl 1391.90635 Appl. Math. Optim. 77, No. 2, 275-296 (2018). MSC: 90C40 91A15 PDF BibTeX XML Cite \textit{W. Zhang}, Appl. Math. Optim. 77, No. 2, 275--296 (2018; Zbl 1391.90635) 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 PDF BibTeX XML Cite \textit{A. Piunovskiy}, SIAM J. Control Optim. 56, No. 1, 473--495 (2018; Zbl 1392.90121) Full Text: DOI
Robles-Alcaráz, M. Teresa; Vega-Amaya, Óscar; Minjárez-Sosa, J. Adolfo Estimate and approximate policy iteration algorithm for discounted Markov decision models with bounded costs and Borel spaces. (English) Zbl 1409.90218 Risk Decis. Anal. 6, No. 2, 79-95 (2017). MSC: 90C40 PDF BibTeX XML Cite \textit{M. T. Robles-Alcaráz} et al., Risk Decis. Anal. 6, No. 2, 79--95 (2017; Zbl 1409.90218) 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 PDF BibTeX XML Cite \textit{X. Guo} et al., J. Appl. Probab. 54, No. 4, 1071--1088 (2017; Zbl 1405.90136) Full Text: DOI arXiv
Sladký, Karel Second order optimality in Markov decision chains. (English) Zbl 1449.90354 Kybernetika 53, No. 6, 1086-1099 (2017). MSC: 90C40 93E20 90C46 PDF BibTeX XML Cite \textit{K. Sladký}, Kybernetika 53, No. 6, 1086--1099 (2017; Zbl 1449.90354) Full Text: DOI
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
Dufour, F.; Horiguchi, M.; Piunovskiy, A. B. Optimal impulsive control of piecewise deterministic Markov processes. (English) Zbl 1356.90158 Stochastics 88, No. 7, 1073-1098 (2016). MSC: 90C40 60J25 PDF BibTeX XML Cite \textit{F. Dufour} et al., Stochastics 88, No. 7, 1073--1098 (2016; Zbl 1356.90158) Full Text: DOI
Vega-Amaya, Óscar; López-Borbón, Joaquín A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces. (English) Zbl 1346.93402 J. Dyn. Games 3, No. 3, 261-278 (2016). MSC: 93E20 90C59 90C40 PDF BibTeX XML Cite \textit{Ó. Vega-Amaya} and \textit{J. López-Borbón}, J. Dyn. Games 3, No. 3, 261--278 (2016; Zbl 1346.93402) Full Text: DOI
Higuera-Chan, Carmen G.; Jasso-Fuentes, Héctor; Minjárez-Sosa, J. Adolfo Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach. (English) Zbl 1346.93398 Appl. Math. Optim. 74, No. 1, 197-227 (2016). MSC: 93E20 90C40 60K35 PDF BibTeX XML Cite \textit{C. G. Higuera-Chan} et al., Appl. Math. Optim. 74, No. 1, 197--227 (2016; Zbl 1346.93398) 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 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{A. B. Piunovskiy}, Appl. Math. Optim. 74, No. 1, 129--161 (2016; Zbl 1347.49031) Full Text: DOI
Costa, O. L. V.; Dufour, F.; Piunovskiy, A. B. Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes. (English) Zbl 1338.90444 SIAM J. Control Optim. 54, No. 3, 1444-1474 (2016). MSC: 90C40 60J25 PDF BibTeX XML Cite \textit{O. L. V. Costa} et al., SIAM J. Control Optim. 54, No. 3, 1444--1474 (2016; Zbl 1338.90444) Full Text: DOI
Ortega-Gutiérrez, Israel R.; Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland’s variational principle approach. (English) Zbl 1374.90407 Kybernetika 52, No. 1, 66-75 (2016). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{I. R. Ortega-Gutiérrez} et al., Kybernetika 52, No. 1, 66--75 (2016; Zbl 1374.90407) Full Text: DOI
Blok, H.; Spieksma, F. M. Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations. (English) Zbl 1331.90094 Adv. Appl. Probab. 47, No. 4, 1088-1107 (2015). MSC: 90C40 93E20 60J27 PDF BibTeX XML Cite \textit{H. Blok} and \textit{F. M. Spieksma}, Adv. Appl. Probab. 47, No. 4, 1088--1107 (2015; Zbl 1331.90094) 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 PDF BibTeX XML Cite \textit{A. Piunovskiy}, SIAM J. Control Optim. 53, No. 6, 3503--3533 (2015; Zbl 1336.90101) Full Text: DOI
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
Mondal, Prasenjit; Sinha, Sagnik Ordered field property for semi-Markov games when one player controls transition probabilities and transition times. (English) Zbl 1312.91013 Int. Game Theory Rev. 17, No. 2, Article ID 1540022, 26 p. (2015). MSC: 91A15 91A05 90C40 90C05 PDF BibTeX XML Cite \textit{P. Mondal} and \textit{S. Sinha}, Int. Game Theory Rev. 17, No. 2, Article ID 1540022, 26 p. (2015; Zbl 1312.91013) Full Text: DOI
Dufour, François; Piunovskiy, Alexei B. Impulsive control for continuous-time Markov decision processes. (English) Zbl 1311.90170 Adv. Appl. Probab. 47, No. 1, 106-127 (2015). MSC: 90C40 60J25 PDF BibTeX XML Cite \textit{F. Dufour} and \textit{A. B. Piunovskiy}, Adv. Appl. Probab. 47, No. 1, 106--127 (2015; Zbl 1311.90170) Full Text: DOI Euclid
Lozovanu, Dmitrii; Pickl, Stefan Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs. (English) Zbl 1308.93226 Discrete Appl. Math. 182, 169-180 (2015). MSC: 93E20 90C40 93C55 PDF BibTeX XML Cite \textit{D. Lozovanu} and \textit{S. Pickl}, Discrete Appl. Math. 182, 169--180 (2015; Zbl 1308.93226) Full Text: DOI
Costa, O. L. V.; Dufour, F. A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes. (English) Zbl 1346.49023 J. Math. Anal. Appl. 424, No. 2, 892-914 (2015). MSC: 49J55 49K45 90C40 90C05 60J25 60J05 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{F. Dufour}, J. Math. Anal. Appl. 424, No. 2, 892--914 (2015; Zbl 1346.49023) Full Text: DOI
Renault, Jérôme General limit value in dynamic programming. (English) Zbl 1305.90404 J. Dyn. Games 1, No. 3, 471-484 (2014). MSC: 90C39 49L20 90C40 PDF BibTeX XML Cite \textit{J. Renault}, J. Dyn. Games 1, No. 3, 471--484 (2014; Zbl 1305.90404) Full Text: DOI
Boros, Endre; Elbassioni, Khaled; Gurvich, Vladimir; Makino, Kazuhisa On discounted approximations of undiscounted stochastic games and Markov decision processes with limited randomness. (English) Zbl 1286.91019 Oper. Res. Lett. 41, No. 4, 357-362 (2013). MSC: 91A15 90C40 91A05 PDF BibTeX XML Cite \textit{E. Boros} et al., Oper. Res. Lett. 41, No. 4, 357--362 (2013; Zbl 1286.91019) Full Text: DOI
Flores-Hernández, Rosa María Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation. (English) Zbl 1278.90425 Kybernetika 49, No. 5, 705-719 (2013). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{R. M. Flores-Hernández}, Kybernetika 49, No. 5, 705--719 (2013; Zbl 1278.90425) Full Text: Link
Fei, Jun; Feinberg, Eugene A. Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times. (English) Zbl 1274.90472 Ann. Oper. Res. 208, 433-450 (2013). MSC: 90C40 PDF BibTeX XML Cite \textit{J. Fei} and \textit{E. A. Feinberg}, Ann. Oper. Res. 208, 433--450 (2013; Zbl 1274.90472) Full Text: DOI
Borkar, Vivek S.; Filar, Jerzy A. Markov chains, Hamiltonian cycles and volumes of convex bodies. (English) Zbl 1268.90113 J. Glob. Optim. 55, No. 3, 633-639 (2013). MSC: 90C35 90C40 PDF BibTeX XML Cite \textit{V. S. Borkar} and \textit{J. A. Filar}, J. Glob. Optim. 55, No. 3, 633--639 (2013; Zbl 1268.90113) Full Text: DOI
Guo, Xianping; Ye, Liuer; Yin, George A mean-variance optimization problem for discounted Markov decision processes. (English) Zbl 1253.90214 Eur. J. Oper. Res. 220, No. 2, 423-429 (2012). MSC: 90C40 PDF BibTeX XML Cite \textit{X. Guo} et al., Eur. J. Oper. Res. 220, No. 2, 423--429 (2012; Zbl 1253.90214) Full Text: DOI
Montes-de-Oca, R.; Lemus-Rodríguez, E. An unbounded Berge’s minimum theorem with applications to discounted Markov decision processes. (English) Zbl 1275.90124 Kybernetika 48, No. 2, 268-286 (2012). MSC: 90C40 90C31 93E20 PDF BibTeX XML Cite \textit{R. Montes-de-Oca} and \textit{E. Lemus-Rodríguez}, Kybernetika 48, No. 2, 268--286 (2012; Zbl 1275.90124) Full Text: Link EuDML
Cruz-Suárez, Hugo; Montes-de-Oca, Raúl.; Zacarías, Gabriel A consumption-investment problem modelled as a discounted Markov decision process. (English) Zbl 1241.93053 Kybernetika 47, No. 6, 909-929 (2011). MSC: 93E12 62M02 91B42 PDF BibTeX XML Cite \textit{H. Cruz-Suárez} et al., Kybernetika 47, No. 6, 909--929 (2011; Zbl 1241.93053) Full Text: Link EuDML
Eshragh, Ali; Filar, Jerzy Hamiltonian cycles, random walks, and discounted occupational measures. (English) Zbl 1243.90232 Math. Oper. Res. 36, No. 2, 258-270 (2011). MSC: 90C40 90C27 05C80 05C81 PDF BibTeX XML Cite \textit{A. Eshragh} and \textit{J. Filar}, Math. Oper. Res. 36, No. 2, 258--270 (2011; Zbl 1243.90232) Full Text: DOI
Gordienko, E.; Garcia, A.; Ruiz de Chávez, J. Robustness inequalities for Markov control processes with stochastic discounting. (English) Zbl 1395.93576 Int. Math. Forum 6, No. 5-8, 363-380 (2011). MSC: 93E20 90C31 90C40 PDF BibTeX XML Cite \textit{E. Gordienko} et al., Int. Math. Forum 6, No. 5--8, 363--380 (2011; Zbl 1395.93576) Full Text: Link
Costa, O. L. V.; Dufour, F. Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes. (English) Zbl 1222.60056 Appl. Math. Optim. 63, No. 3, 357-384 (2011). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J27 90C40 93E20 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{F. Dufour}, Appl. Math. Optim. 63, No. 3, 357--384 (2011; Zbl 1222.60056) Full Text: DOI
Luque-Vásquez, Fernando; Minjárez-Sosa, J. Adolfo; Rosas-Rosas, Luz del Carmen Semi-Markov control models with partially known holding times distribution: discounted and average criteria. (English) Zbl 1254.90293 Acta Appl. Math. 114, No. 3, 135-156 (2011). MSC: 90C40 90C47 93E20 PDF BibTeX XML Cite \textit{F. Luque-Vásquez} et al., Acta Appl. Math. 114, No. 3, 135--156 (2011; Zbl 1254.90293) Full Text: DOI
Huang, Yong-Hui; Guo, Xian-Ping First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs. (English) Zbl 1235.90177 Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 177-190 (2011). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{Y.-H. Huang} and \textit{X.-P. Guo}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 177--190 (2011; Zbl 1235.90177) Full Text: DOI
Righter, Rhonda Stochastic comparison of discounted rewards. (English) Zbl 1211.60013 J. Appl. Probab. 48, No. 1, 293-294 (2011). MSC: 60G40 90C40 PDF BibTeX XML Cite \textit{R. Righter}, J. Appl. Probab. 48, No. 1, 293--294 (2011; Zbl 1211.60013) Full Text: DOI
Guo, Xianping; Ye, Liuer New discount and average optimality conditions for continuous-time Markov decision processes. (English) Zbl 1225.90152 Adv. Appl. Probab. 42, No. 4, 953-985 (2010). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Guo} and \textit{L. Ye}, Adv. Appl. Probab. 42, No. 4, 953--985 (2010; Zbl 1225.90152) Full Text: DOI
Huang, Yonghui; Guo, Xianping Discounted semi-Markov decision processes with nonnegative costs. (Chinese. English summary) Zbl 1224.90205 Acta Math. Sin., Chin. Ser. 53, No. 3, 503-514 (2010). MSC: 90C40 60K15 PDF BibTeX XML Cite \textit{Y. Huang} and \textit{X. Guo}, Acta Math. Sin., Chin. Ser. 53, No. 3, 503--514 (2010; Zbl 1224.90205)
Bhatnagar, Shalabh An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes. (English) Zbl 1209.90344 Syst. Control Lett. 59, No. 12, 760-766 (2010). MSC: 90C40 PDF BibTeX XML Cite \textit{S. Bhatnagar}, Syst. Control Lett. 59, No. 12, 760--766 (2010; Zbl 1209.90344) Full Text: DOI
Sladký, Karel Identification of optimal policies in Markov decision processes. (English) Zbl 1195.93148 Kybernetika 46, No. 3, 558-570 (2010). MSC: 93E20 90C40 60J10 PDF BibTeX XML Cite \textit{K. Sladký}, Kybernetika 46, No. 3, 558--570 (2010; Zbl 1195.93148) Full Text: Link EuDML
Montes-de-Oca, Raúl; Cruz-Suárez, Hugo Optimal policies in the class of infinitely differentiable functions for discounted linear-quadratic models. (English) Zbl 1198.90387 Int. J. Pure Appl. Math. 58, No. 1, 77-85 (2010). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{R. Montes-de-Oca} and \textit{H. Cruz-Suárez}, Int. J. Pure Appl. Math. 58, No. 1, 77--85 (2010; Zbl 1198.90387)
Montes-De-Oca, Raúl; Cruz-Suárez, Daniel; Lemus-Rodríguez, Enrique A stopping rule for discounted Markov decision processes with finite action sets. (English) Zbl 1190.93107 Kybernetika 45, No. 5, 755-767 (2009). MSC: 93E20 90C40 93E25 PDF BibTeX XML Cite \textit{R. Montes-De-Oca} et al., Kybernetika 45, No. 5, 755--767 (2009; Zbl 1190.93107) Full Text: Link EuDML
González-Hernández, Juan; López-Martínez, Raquiel; Minjárez-Sosa, J. Adolfo Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion. (English) Zbl 1190.93105 Kybernetika 45, No. 5, 737-754 (2009). MSC: 93E20 90C40 93E10 93C55 PDF BibTeX XML Cite \textit{J. González-Hernández} et al., Kybernetika 45, No. 5, 737--754 (2009; Zbl 1190.93105) Full Text: Link
Cavazos-Cadena, Rolando The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space. (English) Zbl 1190.93104 Kybernetika 45, No. 5, 716-736 (2009). MSC: 93E20 90C40 60J05 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena}, Kybernetika 45, No. 5, 716--736 (2009; Zbl 1190.93104) Full Text: Link EuDML
Feinberg, Eugene A.; Fei, Jun An inequality for variances of the discounted rewards. (English) Zbl 1187.60030 J. Appl. Probab. 46, No. 4, 1209-1212 (2009). MSC: 60G40 90C40 PDF BibTeX XML Cite \textit{E. A. Feinberg} and \textit{J. Fei}, J. Appl. Probab. 46, No. 4, 1209--1212 (2009; Zbl 1187.60030) Full Text: DOI
Cruz-Suárez, Hugo; Gordienko, Evgueni; Montes-de-Oca, Raúl A note on deterministic approximation of discounted Markov decision processes. (English) Zbl 1173.90578 Appl. Math. Lett. 22, No. 8, 1252-1256 (2009). MSC: 90C40 PDF BibTeX XML Cite \textit{H. Cruz-Suárez} et al., Appl. Math. Lett. 22, No. 8, 1252--1256 (2009; Zbl 1173.90578) Full Text: DOI
Carmon, Yair; Shwartz, Adam Markov decision processes with exponentially representable discounting. (English) Zbl 1154.90610 Oper. Res. Lett. 37, No. 1, 51-55 (2009). MSC: 90C40 60K20 PDF BibTeX XML Cite \textit{Y. Carmon} and \textit{A. Shwartz}, Oper. Res. Lett. 37, No. 1, 51--55 (2009; Zbl 1154.90610) Full Text: DOI
Yin, Baoqun; Li, Yanjie; Zhou, Yaping; Xi, Hongsheng Performance optimization of semi-Markov decision processes with discounted-cost criteria. (English) Zbl 1360.93791 Eur. J. Control 14, No. 3, 213-222 (2008). MSC: 93E20 90C40 93E25 PDF BibTeX XML Cite \textit{B. Yin} et al., Eur. J. Control 14, No. 3, 213--222 (2008; Zbl 1360.93791) Full Text: DOI
González-Hernández, J.; López-Martínez, R. R.; Minjárez-Sosa, J. A. Adaptive policies for stochastic systems under a randomized discounted cost criterion. (English) Zbl 1201.93130 Bol. Soc. Mat. Mex., III. Ser. 14, No. 1, 149-163 (2008). MSC: 93E20 93E10 90C40 93C55 PDF BibTeX XML Cite \textit{J. González-Hernández} et al., Bol. Soc. Mat. Mex., III. Ser. 14, No. 1, 149--163 (2008; Zbl 1201.93130)
Yan, Hao; Zhang, Junyu; Guo, Xianping Continuous-time Markov decision processes with unbounded transition and discounted-reward rates. (English) Zbl 1191.90091 Stochastic Anal. Appl. 26, No. 2, 209-231 (2008). MSC: 90C40 PDF BibTeX XML Cite \textit{H. Yan} et al., Stochastic Anal. Appl. 26, No. 2, 209--231 (2008; Zbl 1191.90091) Full Text: DOI
Hu, Qiying; Yue, Wuyi Markov decision processes with their applications. (English) Zbl 1190.90261 Advances in Mechanics and Mathematics 14. New York, NY: Springer (ISBN 978-0-387-36950-1/hbk). xv, 297 p. (2008). MSC: 90C40 90C39 90-02 93C65 91B26 90B25 PDF BibTeX XML Cite \textit{Q. Hu} and \textit{W. Yue}, Markov decision processes with their applications. New York, NY: Springer (2008; Zbl 1190.90261) Full Text: DOI
Goulionis, John E. Structural properties for a two-state partially observable Markov decision process with an average cost criterion. (English) Zbl 1209.90345 J. Stat. Manag. Syst. 10, No. 5, 715-733 (2007). Reviewer: Eugene A. Feinberg (Stony Brook) MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{J. E. Goulionis}, J. Stat. Manag. Syst. 10, No. 5, 715--733 (2007; Zbl 1209.90345) Full Text: DOI
Guo, Xianping Continuous-time Markov decision processes with discounted rewards: the case of Polish spaces. (English) Zbl 1278.90426 Math. Oper. Res. 32, No. 1, 73-87 (2007). MSC: 90C40 PDF BibTeX XML Cite \textit{X. Guo}, Math. Oper. Res. 32, No. 1, 73--87 (2007; Zbl 1278.90426) Full Text: DOI
Flores-Hernández, Rosa M.; Montes-de-Oca, Raúl Monotonicity of minimizers in optimization problems with applications to Markov control processes. (English) Zbl 1170.90513 Kybernetika 43, No. 3, 347-368 (2007). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{R. M. Flores-Hernández} and \textit{R. Montes-de-Oca}, Kybernetika 43, No. 3, 347--368 (2007; Zbl 1170.90513) Full Text: Link EuDML
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
Cruz-Suárez, Hugo; Montes-de-Oca, Raúl Discounted Markov control processes induced by deterministic systems. (English) Zbl 1249.90312 Kybernetika 42, No. 6, 647-664 (2006). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{H. Cruz-Suárez} and \textit{R. Montes-de-Oca}, Kybernetika 42, No. 6, 647--664 (2006; Zbl 1249.90312) Full Text: Link EuDML
Yin, Bao-qun; Li, Yan-jie; Tang, Hao; Dai, Gui-ping; Xi, Hong-sheng Relations between discounted models and average models for semi-Markov decision processes. (Chinese. English summary) Zbl 1171.93391 Control Theory Appl. 23, No. 1, 65-68 (2006). MSC: 93E03 PDF BibTeX XML Cite \textit{B.-q. Yin} et al., Control Theory Appl. 23, No. 1, 65--68 (2006; Zbl 1171.93391)
Hilgert, Nadine; Minjárez-Sosa, J. Adolfo Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria. (English) Zbl 1137.93055 Math. Methods Oper. Res. 63, No. 3, 443-460 (2006). MSC: 93E20 93E10 90C40 93C55 60J05 93C40 PDF BibTeX XML Cite \textit{N. Hilgert} and \textit{J. A. Minjárez-Sosa}, Math. Methods Oper. Res. 63, No. 3, 443--460 (2006; Zbl 1137.93055) Full Text: DOI
Guo, Xianping; Hernández-Lerma, Onésimo; Prieto-Rumeau, Tomás 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
Tang, Hao; Xi, Hongsheng; Yin, Baoqun The optimal robust control policy for uncertain semi-Markov control processes. (English) Zbl 1126.93057 Int. J. Syst. Sci. 36, No. 13, 791-800 (2005). MSC: 93E15 93D09 90C40 49K40 PDF BibTeX XML Cite \textit{H. Tang} et al., Int. J. Syst. Sci. 36, No. 13, 791--800 (2005; Zbl 1126.93057) Full Text: DOI
Luque-Vásquez, Fernando; Minjárez-Sosa, J. Adolfo Semi-Markov control processes with unknown holding times distribution under a discounted criterion. (English) Zbl 1114.90143 Math. Methods Oper. Res. 61, No. 3, 455-468 (2005). MSC: 90C40 93E10 93E20 PDF BibTeX XML Cite \textit{F. Luque-Vásquez} and \textit{J. A. Minjárez-Sosa}, Math. Methods Oper. Res. 61, No. 3, 455--468 (2005; Zbl 1114.90143) Full Text: DOI
Minjárez-Sosa, J. Adolfo Approximation and estimation in Markov control processes under a discounted criterion. (English) Zbl 1249.93163 Kybernetika 40, No. 6, 681-690 (2004). MSC: 93E10 90C40 PDF BibTeX XML Cite \textit{J. A. Minjárez-Sosa}, Kybernetika 40, No. 6, 681--690 (2004; Zbl 1249.93163) Full Text: Link EuDML
Cruz-Suárez, Daniel; Montes-de-Oca, Raúl; Salem-Silva, Francisco Conditions for the uniqueness of optimal policies of discounted Markov decision processes. (English) Zbl 1104.90053 Math. Methods Oper. Res. 60, No. 3, 415-436 (2004). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{D. Cruz-Suárez} et al., Math. Methods Oper. Res. 60, No. 3, 415--436 (2004; Zbl 1104.90053) Full Text: DOI
Madani, Omid; Hanks, Steve; Condon, Anne On the undecidability of probabilistic planning and related stochastic optimization problems. (English) Zbl 1082.68806 Artif. Intell. 147, No. 1-2, 5-34 (2003). MSC: 68T20 68Q25 03D35 68T37 90C15 PDF BibTeX XML Cite \textit{O. Madani} et al., Artif. Intell. 147, No. 1--2, 5--34 (2003; Zbl 1082.68806) Full Text: DOI
Jacobson, M.; Shimkin, N.; Shwartz, A. Markov decision processes with slow scale periodic decisions. (English) Zbl 1082.90128 Math. Oper. Res. 28, No. 4, 777-800 (2003). MSC: 90C40 60J05 PDF BibTeX XML Cite \textit{M. Jacobson} et al., Math. Oper. Res. 28, No. 4, 777--800 (2003; Zbl 1082.90128) Full Text: DOI
Montes-de-Oca, Raúl; Sakhanenko, Alexander; Salem-Silva, Francisco Estimates for perturbations of general discounted Markov control chains. (English) Zbl 1055.90086 Appl. Math. 30, No. 3, 287-304 (2003). MSC: 90C40 60J05 60J10 PDF BibTeX XML Cite \textit{R. Montes-de-Oca} et al., Appl. Math. 30, No. 3, 287--304 (2003; Zbl 1055.90086) Full Text: DOI
Abdel-Hameed, M. Optimal control of dams using \(P_{\lambda,\tau}^{M}\) policies and penalty cost. (English) Zbl 1061.93095 Math. Comput. Modelling 38, No. 11-12, 1119-1123 (2003). Reviewer: Heinrich Hering (Rockenberg) MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{M. Abdel-Hameed}, Math. Comput. Modelling 38, No. 11--12, 1119--1123 (2003; Zbl 1061.93095) Full Text: DOI
Ding, Yuanyao; Jia, Rangcheng; Tang, Shaoxiang Dynamic principal agent model based on CMDP. (English) Zbl 1116.90400 Math. Methods Oper. Res. 58, No. 1, 149-157 (2003). MSC: 90C40 65K05 91A99 PDF BibTeX XML Cite \textit{Y. Ding} et al., Math. Methods Oper. Res. 58, No. 1, 149--157 (2003; Zbl 1116.90400) Full Text: DOI
Hernández-Lerma, Onésimo; González-Hernández, Juan; López-Martínez, Raquiel R. Constrained average cost Markov control processes in Borel spaces. (English) Zbl 1049.90116 SIAM J. Control Optimization 42, No. 2, 442-468 (2003). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} et al., SIAM J. Control Optim. 42, No. 2, 442--468 (2003; Zbl 1049.90116) Full Text: DOI
Guo, Xianping; Hernández-Lerma, Onésimo Continuous-time controlled Markov chains with discounted rewards. (English) Zbl 1043.93067 Acta Appl. Math. 79, No. 3, 195-216 (2003). MSC: 93E20 60J27 90C40 PDF BibTeX XML Cite \textit{X. Guo} and \textit{O. Hernández-Lerma}, Acta Appl. Math. 79, No. 3, 195--216 (2003; Zbl 1043.93067) Full Text: DOI
Abbad, M.; Daoui, C. Hierarchical algorithms for discounted and weighted Markov decision processes. (English) Zbl 1069.90106 Math. Methods Oper. Res. 58, No. 2, 237-245 (2003). Reviewer: Eugene A. Feinberg (Stony Brook) MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{M. Abbad} and \textit{C. Daoui}, Math. Methods Oper. Res. 58, No. 2, 237--245 (2003; Zbl 1069.90106) Full Text: DOI
Guo, Xianping; Hernández-Lerma, Onésimo Constrained continuous-time Markov control processes with discounted criteria. (English) Zbl 1099.90071 Stochastic Anal. Appl. 21, No. 2, 379-399 (2003). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{X. Guo} and \textit{O. Hernández-Lerma}, Stochastic Anal. Appl. 21, No. 2, 379--399 (2003; Zbl 1099.90071) Full Text: DOI
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo Convergence of the optimal values of constrained Markov control processes. (English) Zbl 1031.90058 Math. Methods Oper. Res. 55, No. 3, 461-484 (2002). MSC: 90C40 90C31 93E20 PDF BibTeX XML Cite \textit{J. Alvarez-Mena} and \textit{O. Hernández-Lerma}, Math. Methods Oper. Res. 55, No. 3, 461--484 (2002; Zbl 1031.90058) Full Text: DOI
Guo, Xianping; Dai, Yonglong The unbounded cost discounted model for continuous time Markov decision processes. (Chinese. English summary) Zbl 1024.90066 Acta Math. Sin. 45, No. 1, 171-182 (2002). MSC: 90C40 PDF BibTeX XML Cite \textit{X. Guo} and \textit{Y. Dai}, Acta Math. Sin. 45, No. 1, 171--182 (2002; Zbl 1024.90066)
Guo, Xianping; Zhu, Weiping Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion. (English) Zbl 1028.90078 J. Appl. Probab. 39, No. 2, 233-250 (2002). MSC: 90C40 60K99 PDF BibTeX XML Cite \textit{X. Guo} and \textit{W. Zhu}, J. Appl. Probab. 39, No. 2, 233--250 (2002; Zbl 1028.90078) Full Text: DOI
Hilgert, Nadine; Hernández-Lerma, Onésimo Limiting average cost control problems in a class of discrete-time stochastic systems. (English) Zbl 1016.93073 Appl. Math. 28, No. 1, 111-123 (2001). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{N. Hilgert} and \textit{O. Hernández-Lerma}, Appl. Math. 28, No. 1, 111--123 (2001; Zbl 1016.93073) Full Text: DOI
Shwartz, Adam Death and discounting. (English) Zbl 1017.90122 IEEE Trans. Autom. Control 46, No. 4, 644-647 (2001). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{A. Shwartz}, IEEE Trans. Autom. Control 46, No. 4, 644--647 (2001; Zbl 1017.90122) Full Text: DOI
Hernández-Lerma, Onésimo; Romera, Rosario Limiting discounted-cost control of partially observable stochastic systems. (English) Zbl 0997.93101 SIAM J. Control Optimization 40, No. 2, 348-369 (2001). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} and \textit{R. Romera}, SIAM J. Control Optim. 40, No. 2, 348--369 (2001; Zbl 0997.93101) Full Text: DOI
Toyonaga, Kenji; Nakao, Mitshiro T. Numerical enclosure for the optimal threshold probability in discounted Markov decision processes. (English) Zbl 1038.65053 Bull. Inf. Cybern. 32, No. 1, 81-90 (2000). MSC: 65K05 90C40 PDF BibTeX XML Cite \textit{K. Toyonaga} and \textit{M. T. Nakao}, Bull. Inf. Cybern. 32, No. 1, 81--90 (2000; Zbl 1038.65053)
Hernández-Lerma, Onésimo; González-Hernández, Juan Constrained Markov control processes in Borel spaces: the discounted case. (English) Zbl 1032.90061 Math. Methods Oper. Res. 52, No. 2, 271-285 (2000). MSC: 90C40 93E20 PDF BibTeX XML Cite \textit{O. Hernández-Lerma} and \textit{J. González-Hernández}, Math. Methods Oper. Res. 52, No. 2, 271--285 (2000; Zbl 1032.90061) Full Text: DOI
Feinberg, Eugene A. Constrained discounted Markov decision processes and Hamiltonian cycles. (English) Zbl 1073.90567 Math. Oper. Res. 25, No. 1, 130-140 (2000). MSC: 90C40 05C45 PDF BibTeX XML Cite \textit{E. A. Feinberg}, Math. Oper. Res. 25, No. 1, 130--140 (2000; Zbl 1073.90567) Full Text: DOI
Tidball, Mabel M.; Lombardi, Ariel; Pourtallier, Odile; Altman, Eitan Continuity of optimal values and solutions for control of Markov chains with constraints. (English) Zbl 0968.93081 SIAM J. Control Optimization 38, No. 4, 1204-1222 (2000). Reviewer: W.-Z.Yang (Taipei) MSC: 93E20 90C40 93B35 PDF BibTeX XML Cite \textit{M. M. Tidball} et al., SIAM J. Control Optim. 38, No. 4, 1204--1222 (2000; Zbl 0968.93081) Full Text: DOI
Altman, Eitan; Shwartz, Adam Constrained Markov games: Nash equilibria. (English) Zbl 0957.91014 Filar, Jerzy A. (ed.) et al., Advances in dynamic games and applications. Proceedings of the 7th international symposium, Kanagawa, Japan, December 16-18, 1996. Boston: Birkhäuser. Ann. Int. Soc. Dyn. Games. 5, 213-221 (2000). MSC: 91A15 90C40 PDF BibTeX XML Cite \textit{E. Altman} and \textit{A. Shwartz}, in: Advances in dynamic games and applications. Proceedings of the 7th international symposium, Kanagawa, Japan, December 16--18, 1996. Boston: Birkhäuser. 213--221 (2000; Zbl 0957.91014)
Cao, Xi-Ren A unified approach to Markov decision problems and performance sensitivity analysis. (English) Zbl 0961.93058 Automatica 36, No. 5, 771-774 (2000). Reviewer: Neculai Curteanu (Iaşi) MSC: 93E20 90C40 90C31 PDF BibTeX XML Cite \textit{X.-R. Cao}, Automatica 36, No. 5, 771--774 (2000; Zbl 0961.93058) Full Text: DOI
Hordijk, A.; Passchier, O.; Spieksma, F. M. On the existence of the Puiseux expansion of the discounted rewards: a counterexample. (English) Zbl 0969.90090 Probab. Eng. Inf. Sci. 13, No. 2, 229-235 (1999). MSC: 90C40 PDF BibTeX XML Cite \textit{A. Hordijk} et al., Probab. Eng. Inf. Sci. 13, No. 2, 229--235 (1999; Zbl 0969.90090) Full Text: DOI
Hu, Qiying; Xu, Chen The finiteness of the reward function and the optimal value function in Markov decision processes. (English) Zbl 0939.90021 Math. Methods Oper. Res. 49, No. 2, 255-266 (1999). MSC: 90C40 PDF BibTeX XML Cite \textit{Q. Hu} and \textit{C. Xu}, Math. Methods Oper. Res. 49, No. 2, 255--266 (1999; Zbl 0939.90021)
Ng, Michael K. A note on policy algorithms for discounted Markov decision problems. (English) Zbl 0937.90117 Oper. Res. Lett. 25, No. 4, 195-197 (1999). MSC: 90C40 PDF BibTeX XML Cite \textit{M. K. Ng}, Oper. Res. Lett. 25, No. 4, 195--197 (1999; Zbl 0937.90117) 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 PDF BibTeX XML Cite \textit{Y. Lam}, Eur. J. Oper. Res. 119, No. 3, 739--752 (1999; Zbl 0946.90011) Full Text: DOI
Wakuta, Kazuyoshi A note on the structure of value spaces in vector-valued Markov decision processes. (English) Zbl 1016.90073 Math. Methods Oper. Res. 49, No. 1, 77-85 (1999). MSC: 90C40 62M05 PDF BibTeX XML Cite \textit{K. Wakuta}, Math. Methods Oper. Res. 49, No. 1, 77--85 (1999; Zbl 1016.90073) Full Text: DOI
Hinderer, Karl; Waldmann, Karl-Heinz Approximate solution of Markov renewal programs with finite time horizon. (English) Zbl 0918.90137 SIAM J. Control Optimization 37, No. 2, 502-520 (1999). MSC: 90C40 PDF BibTeX XML Cite \textit{K. Hinderer} and \textit{K.-H. Waldmann}, SIAM J. Control Optim. 37, No. 2, 502--520 (1999; Zbl 0918.90137) 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
Wang, Yaohong; Zhang, Sheng; Zhang, Jihong Multi-objective discounted semi-Markov decision processes with multiple constraints. (English) Zbl 0961.90125 Tangmanee, E. (ed.) et al., Proceedings of the second Asian mathematical conference 1995, Nakhon Ratchasima, Thailand, October 17-20, 1995. Singapore: World Scientific. 551-555 (1998). MSC: 90C40 90C29 90C46 PDF BibTeX XML Cite \textit{Y. Wang} et al., in: Proceedings of the second Asian mathematical conference 1995, Nakhon Ratchasima, Thailand, October 17--20, 1995. Singapore: World Scientific. 551--555 (1998; Zbl 0961.90125)
Yao, David D.; Zheng, Shaohui Markov decision programming for process control in batch production. (English) Zbl 0972.90087 Probab. Eng. Inf. Sci. 12, No. 3, 351-371 (1998). Reviewer: Srinivas Raghava Mohan (New Delhi) MSC: 90C40 62P30 PDF BibTeX XML Cite \textit{D. D. Yao} and \textit{S. Zheng}, Probab. Eng. Inf. Sci. 12, No. 3, 351--371 (1998; Zbl 0972.90087) Full Text: DOI
Kurano, Masami; Hosaka, Masanori; Huang, Youqiang; Song, Jinjie Controlled Markov set-chains with discounting. (English) Zbl 0911.90344 J. Appl. Probab. 35, No. 2, 293-302 (1998). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{M. Kurano} et al., J. Appl. Probab. 35, No. 2, 293--302 (1998; Zbl 0911.90344) Full Text: DOI
Liu, Jianyong; Huang, Siming On optimal strategy of discounted Markov stochastic games. (English) Zbl 0893.90187 Southeast Asian Bull. Math. 21, No. 1, 15-25 (1997). MSC: 91A15 90C40 PDF BibTeX XML Cite \textit{J. Liu} and \textit{S. Huang}, Southeast Asian Bull. Math. 21, No. 1, 15--25 (1997; Zbl 0893.90187)