A. B. Piunovskiy, “Controlled random sequences: methods of convex analysis and problems with functional constraints”, Russian Math. Surveys, 53:6 (1998), 1233

Citation in format AMSBIB

\Bibitem{Piu98}

\by A.~B.~Piunovskiy

\paper Controlled random sequences: methods of convex analysis and problems with functional constraints

\jour Russian Math. Surveys

\yr 1998

\vol 53

\issue 6

\pages 1233--1293

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Wu X., Tang Ya., “Constrained Optimality Problem of Markov Decision Processes With Borel Spaces and Varying Discount Factors”, Kybernetika, 57:2 (2021), 295–311
Xiao Wu, Yanqiu Tang, Mechanisms and Machine Science, 105, Proceedings of IncoME-V & CEPE Net-2020, 2021, 39
Wu X., Guo X., “Convergence of Markov Decision Processes With Constraints and State-Action Dependent Discount Factors”, Sci. China-Math., 63:1 (2020), 167–182
Yuksel S., “A Universal Dynamic Program and Refined Existence Results For Decentralized Stochastic Control”, SIAM J. Control Optim., 58:5 (2020), 2711–2739
Feinberg E.A., Piunovskiy A., “Sufficiency of Deterministic Policies For Atomless Discounted and Uniformly Absorbing Mdps With Multiple Criteria”, SIAM J. Control Optim., 57:1 (2019), 163–191
Yuksel S., Saldi N., “Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions”, SIAM J. Control Optim., 55:1 (2017), 1–28
Myasnikov D.V., Siemenikhin K.V., “Control of M|M|1|N queue parameters under constraints”, J. Comput. Syst. Sci. Int., 55:1 (2016), 59–78
Yuksel S., Saldi N., “Strategic Measures Approach to Decentralized Stochastic Control”, 2016 54Th Annual Allerton Conference on Communication, Control, and Computing (Allerton), Annual Allerton Conference on Communication Control and Computing, IEEE, 2016, 838–843
Yuksel S., Saldi N., “Convex Analysis in Decentralized Stochastic Control and Strategic Measures”, 2016 IEEE 55Th Conference on Decision and Control (Cdc), IEEE Conference on Decision and Control, IEEE, 2016, 6050–6055
Serdar Yuksel, Naci Saldi, 2016 54th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2016, 838
Serdar Yuksel, Naci Saldi, 2016 IEEE 55th Conference on Decision and Control (CDC), 2016, 6050
Xiao Wu, Xiaolong Zou, Xianping Guo, “First passage Markov decision processes with constraints and varying discount factors”, Front. Math. China, 2015
Haivoronskyy O.O., Ermoliev Yu.M., Knopov P.S., Norkin V.I., “Mathematical Modeling of Distributed Catastrophic and Terrorist Risks”, 51, no. 1, 2015, 85–95
Ilbin Lee, M.A.. Epelman, H. Edwin Romeijn, R.L.. Smith, “Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space”, Operations Research Letters, 2014
William B. Haskell, Rahul Jain, “Stochastic Dominance-Constrained Markov Decision Processes”, SIAM J. Control Optim, 51:1 (2013), 273
Feinberg E.A., Rothblum U.G., “Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes”, Math Oper Res, 37:1 (2012), 129–153