Showing 1–20 of 47 results
/ Date/ Name
Mar 3, 2020Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision ProcessesMay 18, 2017Stochastic Setup-Cost Inventory Model with Backorders and Quasiconvex Cost FunctionsAug 7, 2022Epi-Convergence of Expectation Functions under Varying Measures and IntegrandsFeb 5, 2019Fatou's Lemma in Its Classic Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to MDPsAug 7, 2014Continuity of Minima: Local ResultsNov 14, 2022Dynamically Augmented CVaR for MDPsJan 29, 2013On solutions of Kolmogorov's equations for jump Markov processesOct 4, 2013Examples Concerning Abelian and Cesaro LimitsDec 30, 2021Continuity of Discounted Values and the Structure of Optimal Policies for Periodic-Review Inventory Control with Setup CostsNov 18, 2017Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted MDPsOct 25, 2007Buffer Insertion for Bridges and Optimal Buffer Sizing for Communication Sub-System of Systems-on-ChipJun 5, 2025On Pioneering Works of Albert Shiryaev on Markov Decision Processes and Some Later DevelopmentsNov 20, 2023Continuity of Filters for Discrete-Time Control Problems Defined by Explicit EquationsFeb 7, 2018An example showing that A-lower semi-continuity is essential for minimax continuity theoremsApr 15, 2017Solutions for Zero-Sum Two-Player Games with Noncompact Decision Sets and Unbounded PayoffsJul 3, 2014Convergence of Probability Measures and Markov Decision Models with Incomplete InformationJun 18, 2012Fatou's Lemma for Weakly Converging ProbabilitiesJan 28, 2020Strong Polynomiality of the Value Iteration Algorithm for Computing Nearly Optimal Policies for Discounted Dynamic ProgrammingJun 1, 2018Constrained discounted Markov decision processes with Borel state spacesSep 13, 2016Structure of Optimal Solutions to Periodic-Review Total-Cost Inventory Control Models with Convex Costs and Backorders for all Values of Discount Factors