Sample-path average optimality for Markov control processes

J.B. Lasserre

doi:10.1109/9.793787

Sample-path average optimality for Markov control processes

IEEE Transactions on Automatic Control ◽

10.1109/9.793787 ◽

1999 ◽

Vol 44 (10) ◽

pp. 1966-1971 ◽

Cited By ~ 10

Author(s):

J.B. Lasserre

Keyword(s):

Sample Path ◽

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes

SIAM Journal on Control and Optimization ◽

10.1137/s0363012998340673 ◽

1999 ◽

Vol 38 (1) ◽

pp. 79-93 ◽

Cited By ~ 37

Author(s):

Onésimo Hernández-Lerma ◽

Oscar Vega-Amaya ◽

Guadalupe Carrasco

Keyword(s):

Average Cost ◽

Sample Path ◽

Variance Minimization ◽

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Sample-path and variance minimization of Markov control processes with average cost criteria

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

10.1109/cdc.2000.912013 ◽

2002 ◽

Author(s):

O. Hernandez-Lerma ◽

O. Vega-Amaya ◽

G. Carrasco

Keyword(s):

Average Cost ◽

Sample Path ◽

Variance Minimization ◽

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times

Applicationes Mathematicae ◽

10.4064/am-27-3-343-367 ◽

2000 ◽

Vol 27 (3) ◽

pp. 343-367 ◽

Cited By ~ 7

Author(s):

Oscar Vega-Amaya ◽

Fernando Luque-Vásquez

Keyword(s):

Average Cost ◽

Sample Path ◽

Control Processes ◽

Markov Control Processes ◽

Markov Control ◽

Cost Optimality

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Sample path average optimality of Markov control processes with strictly unbounded cost

Applicationes Mathematicae ◽

10.4064/am-26-4-363-381 ◽

1999 ◽

Vol 26 (4) ◽

pp. 363-381 ◽

Cited By ~ 7

Author(s):

Oscar Vega-Amaya

Keyword(s):

Sample Path ◽

Control Processes ◽

Unbounded Cost ◽

Markov Control Processes ◽

Markov Control

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Robust Markov control processes

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2014.06.028 ◽

2014 ◽

Vol 420 (2) ◽

pp. 1337-1353 ◽

Cited By ~ 4

Author(s):

Anna Jaśkiewicz ◽

Andrzej S. Nowak

Keyword(s):

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Markov control processes with pathwise constraints

Mathematical Methods of Operations Research ◽

10.1007/s00186-010-0311-8 ◽

2010 ◽

Vol 71 (3) ◽

pp. 477-502 ◽

Cited By ~ 11

Author(s):

Armando F. Mendoza-Pérez ◽

Onésimo Hernández-Lerma

Keyword(s):

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Adaptive Markov control processes

European Journal of Operational Research ◽

10.1016/0377-2217(90)90369-m ◽

1990 ◽

Vol 44 (2) ◽

pp. 302

Author(s):

O. Hernandez-Lerma

Keyword(s):

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces—Unbounded Costs

SIAM Journal on Control and Optimization ◽

10.1137/s0363012992228325 ◽

1994 ◽

Vol 32 (2) ◽

pp. 480-500 ◽

Cited By ~ 15

Author(s):

Onésimo Hernández-Lerma ◽

Jean B. Lasserre

Keyword(s):

Linear Programming ◽

Control Processes ◽

Markov Control Processes ◽

Markov Control

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Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion

Applied Mathematics & Optimization ◽

10.1007/s00245-009-9086-9 ◽

2009 ◽

Vol 61 (3) ◽

pp. 317-336 ◽

Cited By ~ 1

Author(s):

Fernando Luque-Vásquez ◽

J. Adolfo Minjárez-Sosa ◽

Luz del Carmen Rosas-Rosas

Keyword(s):

Average Cost ◽

Average Cost Criterion ◽

Control Processes ◽

Cost Criterion ◽

Markov Control Processes ◽

Markov Control

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Adaptive Markov Control Processes

10.1007/978-1-4419-8714-3 ◽

1989 ◽

Cited By ~ 220

Author(s):

O. Hernández-Lerma

Keyword(s):

Control Processes ◽

Markov Control Processes ◽

Markov Control

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