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A new approach to detectability of discrete-time infinite Markov jump linear systems
(Siam PublicationsPhiladelphiaEUA, 2005)
On a detectability concept of discrete-time infinite Markov jump linear systems
(Marcel Dekker IncNew YorkEUA, 2005)
SINGULARLY PERTURBED DISCOUNTED MARKOV CONTROL PROCESSES IN A GENERAL STATE SPACE
(SIAM PUBLICATIONSPHILADELPHIA, 2012)
This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by ...
KALIKOW-TYPE DECOMPOSITION FOR MULTICOLOR INFINITE RANGE PARTICLE SYSTEMS
(Inst Mathematical StatisticsClevelandEUA, 2013)
Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes
(SPRINGER, 2011)
This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space ...
Rolling horizon procedures in Semi-Markov Games: The Discounted Case
(Institut National de Recherche en Informatique et en Automatique, 2014-05)
We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set ...
Full information H-infinity-control for discrete-time infinite Markov jump parameter systems
(Academic Press Inc Jnl-comp SubscriptionsSan Diego, 1996)
Algorithm 972: JMarkov: An integrated framework for Markov chain modeling
Markov chains (MC) are a powerful tool for modeling complex stochastic systems. Whereas a number of tools exist for solving different types ofMCmodels, the first step inMCmodeling is to define themodel parameters. This ...