This paper is concerned with the averagevariance of Markov decision processes with countable states and finite actions. Sufficient conditions will be given to assure that there is a stationary deterministic policy which minimizes the averagevariance in a class of the meanoptimal policies. The class of the policies is detetermined by the quantity of the actions which do not satisfy the meanoptimal equation
We consider finite horizon Markov decision processes under performance measures that involve both th...
This contribution is devoted to the risk-sensitive optimality criteria in finite state Markov Decisi...
AbstractSufficiency conditions are given for the existence of stationary Blackwell optimal policies....
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
AbstractWe consider the optimization of the variance of the sum of costs as well as that of an avera...
We give mild conditions for the existence of optimal solutions for a Markov decision problem with av...
We develop an algorithm to compute optimal policies for Markov decision processes subject to constra...
AbstractWe relate average optimal stationary policies in countable space Markov decision processes a...
AbstractContinuous time Markovian decision models with countable state space are investigated. The e...
Time-average Markov decision problems are considered for the finite state and action spaces. Several...
We consider partially observable Markov decision processes with finite or countably infinite (core) ...
We consider partially observable Markov decision processes with finite or count-ably infinite (core)...
This paper presents sufficient conditions for the existence of stationary optimal policies for avera...
We consider multistage decision processes where criterion function is an expectation of minimum func...
For general state and action space Markov decision processes, we present sufficient conditions for t...
We consider finite horizon Markov decision processes under performance measures that involve both th...
This contribution is devoted to the risk-sensitive optimality criteria in finite state Markov Decisi...
AbstractSufficiency conditions are given for the existence of stationary Blackwell optimal policies....
This paper is concerned with the averagevariance of Markov decision processes with countable states ...
AbstractWe consider the optimization of the variance of the sum of costs as well as that of an avera...
We give mild conditions for the existence of optimal solutions for a Markov decision problem with av...
We develop an algorithm to compute optimal policies for Markov decision processes subject to constra...
AbstractWe relate average optimal stationary policies in countable space Markov decision processes a...
AbstractContinuous time Markovian decision models with countable state space are investigated. The e...
Time-average Markov decision problems are considered for the finite state and action spaces. Several...
We consider partially observable Markov decision processes with finite or countably infinite (core) ...
We consider partially observable Markov decision processes with finite or count-ably infinite (core)...
This paper presents sufficient conditions for the existence of stationary optimal policies for avera...
We consider multistage decision processes where criterion function is an expectation of minimum func...
For general state and action space Markov decision processes, we present sufficient conditions for t...
We consider finite horizon Markov decision processes under performance measures that involve both th...
This contribution is devoted to the risk-sensitive optimality criteria in finite state Markov Decisi...
AbstractSufficiency conditions are given for the existence of stationary Blackwell optimal policies....