8 results
On gradual-impulse control of continuous-time Markov decision processes with exponential utility
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
- Published online by Cambridge University Press:
- 01 July 2021, pp. 301-334
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- June 2021
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On zero-sum two-person undiscounted semi-Markov games with a multichain structure
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- Advances in Applied Probability / Volume 49 / Issue 3 / September 2017
- Published online by Cambridge University Press:
- 08 September 2017, pp. 826-849
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- September 2017
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Dynamic search for a moving target
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- Journal of Applied Probability / Volume 31 / Issue 2 / June 1994
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- 14 July 2016, pp. 438-457
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- June 1994
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Optimality conditions for a Markov decision chain with unbounded costs
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- Journal of Applied Probability / Volume 17 / Issue 4 / December 1980
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- 14 July 2016, pp. 996-1003
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- December 1980
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The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
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- Journal of Applied Probability / Volume 15 / Issue 2 / June 1978
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- 14 July 2016, pp. 356-373
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- June 1978
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Invariant problems in discounted dynamic programming
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- Journal:
- Advances in Applied Probability / Volume 10 / Issue 2 / June 1978
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- 01 July 2016, pp. 472-490
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- June 1978
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Optimal replacement policy with unobservable states
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- Journal:
- Journal of Applied Probability / Volume 14 / Issue 2 / June 1977
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- 14 July 2016, pp. 340-348
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- June 1977
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Optimal stationary policies for denumerable Markov chains in continuous time
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- Journal:
- Advances in Applied Probability / Volume 8 / Issue 1 / March 1976
- Published online by Cambridge University Press:
- 01 July 2016, pp. 144-158
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- March 1976
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