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Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
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 Journal of Applied Probability , First View
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 22 August 2024, pp. 124

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Conditions for indexability of restless bandits and an $O(K^3)$ algorithm to compute whittle index – CORRIGENDUM
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 Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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 09 June 2023, pp. 14731474
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 December 2023

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An asymptotically optimal heuristic for general nonstationary finitehorizon restless multiarmed, multiaction bandits: Corrigendum
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 Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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 22 March 2023, pp. 10751083
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 September 2023

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Conditions for indexability of restless bandits and an $\mathcal{O}\!\left(K^3\right)$ algorithm to compute Whittle index
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 Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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 14 June 2022, pp. 11641192
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 December 2022

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On the forward algorithm for stopping problems on continuoustime Markov chains
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 Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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 22 November 2021, pp. 10431063
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 December 2021

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Risksensitive average continuoustime Markov decision processes with unbounded transition and cost rates
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 Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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 23 June 2021, pp. 523550
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 June 2021

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On gradualimpulse control of continuoustime Markov decision processes with exponential utility
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 Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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 01 July 2021, pp. 301334
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 June 2021

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An asymptotically optimal heuristic for general nonstationary finitehorizon restless multiarmed, multiaction bandits
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 Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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 03 September 2019, pp. 745772
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 September 2019

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Risksensitive semiMarkov decision processes with general utilities and multiple criteria
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 Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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 16 November 2018, pp. 783804
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 September 2018

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Computable approximations for average Markov decision processes in continuous time

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 Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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 26 July 2018, pp. 571592
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 June 2018

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Note on discounted continuoustime Markov decision processes with a lower bounding function
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 Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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 30 November 2017, pp. 10711088
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 December 2017

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A continuity question of Dubins and Savage
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 Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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 22 June 2017, pp. 462473
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 June 2017

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Markov decision process algorithms for wealth allocation problems with defaultable bonds
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 Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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 10 June 2016, pp. 392405
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 June 2016

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Finitehorizon optimality for continuoustime Markov decision processes with unbounded transition rates
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 Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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 21 March 2016, pp. 10641087
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 December 2015

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Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
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 Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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 21 March 2016, pp. 10881107
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 December 2015

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On the asymptotic optimality of greedy index heuristics for multiaction restless bandits
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 Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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 21 March 2016, pp. 652667
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 September 2015

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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
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 Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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 30 January 2018, pp. 441456
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 June 2015

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SamplePath Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
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 Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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 30 January 2018, pp. 419440
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 June 2015

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Impulsive Control for ContinuousTime Markov Decision Processes
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 Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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 04 January 2016, pp. 106127
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 March 2015

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Average Optimality for ContinuousTime Markov Decision Processes Under Weak Continuity Conditions
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 Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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 30 January 2018, pp. 954970
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 December 2014

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