12 results
Risk-sensitive semi-Markov 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. 783-804
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- September 2018
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Finite-horizon optimality for continuous-time 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. 1064-1087
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- December 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. 441-456
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- June 2015
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Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 490-519
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- June 2013
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New discount and average optimality conditions for continuous-time Markov decision processes
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- Advances in Applied Probability / Volume 42 / Issue 4 / December 2010
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- 01 July 2016, pp. 953-985
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- December 2010
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Denumerable state continuous time Markov decision processes with unbounded cost and transition rates under average criterion
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- The ANZIAM Journal / Volume 43 / Issue 4 / April 2002
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- 17 February 2009, pp. 541-557
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Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 645-668
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- September 2007
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Average optimality for Markov decision processes in borel spaces: a new condition and approach
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 318-334
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- June 2006
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Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 303-320
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- June 2005
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Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 327-345
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- June 2003
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Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
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- Journal of Applied Probability / Volume 39 / Issue 2 / June 2002
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- 14 July 2016, pp. 233-250
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- June 2002
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