Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces

(2016) Quanxin Zhu et al.   JOURNAL OF APPLIED PROBABILITY

An Inequality for Variances of the Discounted Rewards

(2016) Eugene A. Feinberg et al.   JOURNAL OF APPLIED PROBABILITY

The Transformation Method for Continuous-Time Markov Decision Processes

(2012) Alexey Piunovskiy et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes

(2012) Eugene A. Feinberg et al.   MATHEMATICS OF OPERATIONS RESEARCH

Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

(2012) Xianping Guo et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Discounted continuous-time constrained Markov decision processes in Polish spaces

(2011) Xianping Guo et al.   ANNALS OF APPLIED PROBABILITY

Total reward criteria for unconstrained/constrained continuous-time Markov decision processes

(2011) Xianping Guo et al.   Journal of Systems Science & Complexity

Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

(2011) Alexey Piunovskiy et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

(2010) Alexey Piunovskiy et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints

(2008) Tomás Prieto-Rumeau et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Average optimality for continuous-time Markov decision processes with a policy iteration approach

(2007) Quanxin Zhu   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS