6 results
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller
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- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 21 July 2023, pp. 340-367
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- March 2024
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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
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- Journal:
- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 20 March 2018, pp. 204-230
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- March 2018
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Sample-Path 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
- Published online by Cambridge University Press:
- 30 January 2018, pp. 419-440
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- June 2015
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Nonstationary value iteration in controlled Markov chains with risk-sensitive average criterion
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- Journal of Applied Probability / Volume 42 / Issue 4 / December 2005
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- 14 July 2016, pp. 905-918
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- December 2005
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EXISTENCE OF OPTIMAL STATIONARY POLICIES IN FINITE DYNAMIC PROGRAMS WITH NONNEGATIVE REWARDS: AN ALTERNATIVE APPROACH
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 4 / October 2001
- Published online by Cambridge University Press:
- 11 January 2002, pp. 557-564
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Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence
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- Journal of Applied Probability / Volume 33 / Issue 4 / December 1996
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- 14 July 2016, pp. 986-1002
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- December 1996
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