Controlled Markov Processes: Time-Discretization (N. M. Van Dijk)

SIAM Review ◽  
1987 ◽  
Vol 29 (2) ◽  
pp. 333-334
Author(s):  
Daniel Ocone
Keyword(s):  
Markov Processes ◽  
Time Discretization ◽  
Controlled Markov Processes

scholarly journals Controlled Markov Processes With Safety State Constraints

2019 ◽  
Vol 64 (3) ◽  
pp. 1003-1018 ◽  
Author(s):  
Mahmoud El Chamie ◽  
Yue Yu ◽  
Behcet Acikmese ◽  
Masahiro Ono
Keyword(s):  
Markov Processes ◽  
State Constraints ◽  
Controlled Markov Processes

scholarly journals Discrete-Time Controlled Markov Processes With Average Cost Criterion: A Survey

1992 ◽  
Author(s):  
Aristotle Arapostathis ◽  
Vivek S. Borkar ◽  
Emmanuel Fernandez-Gaucherand ◽  
Mrinal K. Ghosh ◽  
Steven I. Marcus
Keyword(s):  
Markov Processes ◽  
Discrete Time ◽  
Average Cost ◽  
Average Cost Criterion ◽  
Criterion A ◽  
Cost Criterion ◽  
Controlled Markov Processes

scholarly journals Occupation measures for controlled Markov processes:

1996 ◽  
Vol 24 (3) ◽  
pp. 1531-1562 ◽  
Author(s):  
Vivek S. Borkar ◽  
Abhay G. Bhatt
Keyword(s):  
Markov Processes ◽  
Occupation Measures ◽  
Controlled Markov Processes
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