20 citations to https://www.mathnet.ru/rus/jmaa4
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Qingda Wei, “Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion”, Operations Research Letters, 46:1 (2018), 69
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Xin Guo, Alexey Piunovskiy, Yi Zhang, “Note on discounted continuous-time Markov decision processes with a lower bounding function”, J. Appl. Probab., 54:4 (2017), 1071
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Xianping Guo, Yonghui Huang, Yi Zhang, “Constrained Continuous-Time Markov Decision Processes on the Finite Horizon”, Appl Math Optim, 75:2 (2017), 317
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Xianping Guo, Yi Zhang, “Constrained total undiscounted continuous-time Markov decision processes”, Bernoulli, 23:3 (2017)
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David Hobson, “Mimicking martingales”, Ann. Appl. Probab., 26:4 (2016)
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Xianping Guo, Xiangxiang Huang, Yonghui Huang, “Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates”, Advances in Applied Probability, 47:4 (2015), 1064
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Alexander Sokol, Niels Richard Hansen, “Exponential Martingales and Changes of Measure for Counting Processes”, Stochastic Analysis and Applications, 33:5 (2015), 823
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Xianping Guo, Xiangxiang Huang, Yonghui Huang, “Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates”, Adv. Appl. Probab., 47:04 (2015), 1064
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Yi Zhang, “Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions”, J. Appl. Probab., 51:04 (2014), 954
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Yi Zhang, “Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions”, Journal of Applied Probability, 51:4 (2014), 954