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90C40 Markov and semi-Markov decision processes (58 articles)

• Huo, Haifeng; Cui, Jinhua; Wen, Xian: Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes. (English). Kybernetika, vol. 60 (2024), issue 3, pp. 357-378
• Cruz-Suárez, Hugo; Montes-de-Oca, Raúl; Ortega-Gutiérrez, R. Israel: An extended version of average Markov decision processes on discrete spaces under fuzzy environment. (English). Kybernetika, vol. 59 (2023), issue 1, pp. 160-178
• Huo, Haifeng; Wen, Xian: The exponential cost optimality for finite horizon semi-Markov decision processes. (English). Kybernetika, vol. 58 (2022), issue 3, pp. 301-319
• Carrero-Vera, Karla; Cruz-Suárez, Hugo; Montes-de-Oca, Raúl: Markov decision processes on finite spaces with fuzzy total rewards. (English). Kybernetika, vol. 58 (2022), issue 2, pp. 180-199
• Wu, Xiao; Tang, Yanqiu: Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors. (English). Kybernetika, vol. 57 (2021), issue 2, pp. 295-311
• Huo, Haifeng; Wen, Xian: Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate. (English). Kybernetika, vol. 57 (2021), issue 2, pp. 272-294
• Huo, Haifeng; Wen, Xian: First passage risk probability optimality for continuous time Markov decision processes. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 114-133
• González-Padilla, Francisco J.; Montes-de-Oca, Raúl: Nash {\Large $\epsilon $}-equilibria for stochastic games with total reward functions: an approach through Markov decision processes. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 152-165
• Vega-Amaya, Óscar; López-Borbón, Joaquín: A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 81-113
• Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G.: Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs. (English). Kybernetika, vol. 55 (2019), issue 1, pp. 166-182
• Sladký, Karel: Risk-sensitive average optimality in Markov decision processes. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1218-1230
• Ilhuicatzi-Roldán, Rocio; Cruz-Suárez, Hugo; Chávez-Rodríguez, Selene: Markov decision processes with time-varying discount factors and random horizon. (English). Kybernetika, vol. 53 (2017), issue 1, pp. 82-98
• Huang, Xiangxiang; Huang, Yonghui: Mean-variance optimality for semi-Markov decision processes under first passage criteria. (English). Kybernetika, vol. 53 (2017), issue 1, pp. 59-81
• Sladký, Karel: Second Order optimality in Markov decision chains. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 1086-1099
• Ortega-Gutiérrez, R. Israel; Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique: Uniqueness of optimal policies as a generic property of discounted Markov decision processes: Ekeland's variational principle approach. (English). Kybernetika, vol. 52 (2016), issue 1, pp. 66-75
• Zou, Xiaolong; Guo, Xianping: Another set of verifiable conditions for average Markov decision processes with Borel spaces. (English). Kybernetika, vol. 51 (2015), issue 2, pp. 276-292
• Martínez Sánchez, Jaime; Zaitseva, Elena: Note on stability estimation in average Markov control processes. (English). Kybernetika, vol. 51 (2015), issue 4, pp. 629-638
• Montes-de-Oca, Raúl; Zaitseva, Elena: About stability of risk-seeking optimal stopping. (English). Kybernetika, vol. 50 (2014), issue 3, pp. 378-392
• Wei, Qingda; Chen, Xian: Strong average optimality criterion for continuous-time Markov decision processes. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 950-977
• Flores-Hernández, Rosa María: Monotone optimal policies in discounted Markov decision processes with transition probabilities independent of the current state: existence and approximation. (English). Kybernetika, vol. 49 (2013), issue 5, pp. 705-719
• Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique: An unbounded Berge's minimum theorem with applications to discounted Markov decision processes. (English). Kybernetika, vol. 48 (2012), issue 2, pp. 268-286
• Sladký, Karel: Identification of optimal policies in Markov decision processes. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 558-570
• González-Hernández, Juan; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo: Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 737-754
• Gordienko, Evgueni; Garcia, Antonio; Chavez, Juan Ruiz de: Asymptotic properties and optimization of some non-Markovian stochastic processes. (English). Kybernetika, vol. 45 (2009), issue 3, pp. 475-490
• Cavazos-Cadena, Rolando: The risk-sensitive Poisson equation for a communicating Markov chain on a denumerable state space. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 716-736
• Montes-de-Oca, Raúl; Lemus-Rodríguez, Enrique; Cruz-Suárez, Daniel: A stopping rule for discounted Markov decision processes with finite action sets. (English). Kybernetika, vol. 45 (2009), issue 5, pp. 755-767
• Sladký, Karel: Growth rates and average optimality in risk-sensitive Markov decision chains. (English). Kybernetika, vol. 44 (2008), issue 2, pp. 205-226
• Flores–Hernández, Rosa M.; Montes-de-Oca, Raúl: Monotonicity of minimizers in optimization problems with applications to Markov control processes. (English). Kybernetika, vol. 43 (2007), issue 3, pp. 347-368
• Cruz-Suárez, Hugo; Montes-de-Oca, Raúl: Discounted Markov control processes induced by deterministic systems. (English). Kybernetika, vol. 42 (2006), issue 6, pp. 647-664
• Montes-de-Oca, Raúl; Salem-Silva, Francisco: Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains. (English). Kybernetika, vol. 41 (2005), issue 6, pp. [757]-772
• Minjárez-Sosa, J. Adolfo: Approximation and estimation in Markov control processes under a discounted criterion. (English). Kybernetika, vol. 40 (2004), issue 6, pp. [681]-690
• Gordienko, Evgueni I.; Salem, Francisco: Estimates of stability of Markov control processes with unbounded costs. (English). Kybernetika, vol. 36 (2000), issue 2, pp. [195]-210
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. I. General approximation results. (English). Kybernetika, vol. 32 (1996), issue 1, pp. 1-16
• van Dijk, Nico M.; Hordijk, Arie: Time-discretization for controlled Markov processes. II. A jump and diffusion application. (English). Kybernetika, vol. 32 (1996), issue 2, pp. 139-158
• Hernández-Lerma, Onésimo: Existence of average optimal policies in Markov control processes with strictly unbounded costs. (English). Kybernetika, vol. 29 (1993), issue 1, pp. 1-17
• Hübner, Gerhard: Estimation and adaptive control of span-contracting Markov decision processes. (English). Kybernetika, vol. 27 (1991), issue 1, pp. 66-71
• Cavazos-Cadena, Rolando: Solution to the optimality equation in a class of Markov decision chains with the average cost criterion. (English). Kybernetika, vol. 27 (1991), issue 1, pp. 23-37
• Laušmanová, Monika: A vanishing discount limit theorem for controlled Markov chains. (English). Kybernetika, vol. 25 (1989), issue 5, pp. 366-374
• Cavazos-Cadena, Rolando: Weak conditions for the existence of optimal stationary policies in average Markov decision chains with unbounded costs. (English). Kybernetika, vol. 25 (1989), issue 3, pp. 145-156
• Hernández-Lerma, Onésimo: Approximation and adaptive control of Markov processes: Average reward criterion. (English). Kybernetika, vol. 23 (1987), issue 4, pp. 265-288
• Mandl, Petr; Romera Ayllón, M. Rosario: On adaptive control of Markov processes. (English). Kybernetika, vol. 23 (1987), issue 2, pp. 89-103
• Mandl, Petr; Romera Ayllón, M. Rosario: On controlled Markov processes with average cost criterion. (English). Kybernetika, vol. 23 (1987), issue 6, pp. 433-442
• Kunderová, Pavla: The expected discounted reward from a Markov replacement process. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 24 (1985), issue 1, pp. 97-105
• Makiš, Viliam: Optimal control of a batch service queueing system with bounded waiting time. (English). Kybernetika, vol. 21 (1985), issue 4, pp. 262-271
• Mandl, Petr; Hübner, Gerhard: Transient phenomena and self-optimizing control of Markov chains. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 26 (1985), issue 1, pp. 35-51
• Kunderová, Pavla: Remark to the paper "On some limit properties of the reward from a Markov replacement process". (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 23 (1984), issue 1, pp. 137-140
• Hübner, G.: Approximations for Markov decision problems. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 24 (1983), issue 1, pp. 35-40
• Kunderová, Pavla: On some limit properties of the reward from a Markov replacement process. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 22 (1983), issue 1, pp. 143-156
• Sladký, Karel: Bounds on discrete dynamic programming recursions. II. Polynomial bounds on problems with block-triangular structure. (English). Kybernetika, vol. 17 (1981), issue 4, pp. 310-328
• Sladký, Karel: On the existence of stationary optimal policies in discrete dynamic programming. (English). Kybernetika, vol. 17 (1981), issue 6, pp. 489-513
• Kunderová, Pavla: On a mean reward from a common Markov replacement process. (English). Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika, vol. 19 (1980), issue 1, pp. 39-50
• van Kieu, Pham: A diffusion approximation in the ruin problem for a controlled Markov chain. (English). Kybernetika, vol. 10 (1974), issue 2, pp. (125)-132
• Sladký, Karel: On the set of optimal controls for Markov chains with rewards. (English). Kybernetika, vol. 10 (1974), issue 4, pp. (350)-367
• Sladký, Karel: Necessary and sufficient optimality conditions for average reward of controlled Markov chains. (English). Kybernetika, vol. 9 (1973), issue 2, pp. (124)-137
• Mandl, Petr: Řízené Markovovy řetězce. (Czech) [Controlled Markov chains]. Kybernetika, vol. 5 (1969), issue 7, pp. (1),3-72
• Sladký, Karel: O Eatonově-Zadehově metodě. (Czech) [On Eaton-Zadeh's method]. Kybernetika, vol. 4 (1968), issue 4, pp. (342)-355
• Sladký, Karel: Poznámka o programování v procesech markovského typu. (Czech) [A note on the programming in Markov-type processes]. Kybernetika, vol. 4 (1968), issue 2, pp. (144)-150
• Sladký, Karel: Jedna úloha optimální obsluhy několika výrobních procesů s náhodnými parametry. (Czech) [A problem concerning an optimal service policy for several facilities]. Kybernetika, vol. 3 (1967), issue 4, pp. (352)-376