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Teoriya Veroyatnostei i ee Primeneniya, 1985, Volume 30, Issue 2, Pages 252–268 (Mi tvp1847)  

This article is cited in 47 scientific papers (total in 47 papers)

Semi-Markov and jump Markov controlled models. Average value criterion

M. Yu. Kitaev
Received: 19.01.1982
English version:
Theory of Probability and its Applications, 1986, Volume 30, Issue 2, Pages 272–288
DOI: https://doi.org/10.1137/1130036
Bibliographic databases:
Language: Russian
Citation: M. Yu. Kitaev, “Semi-Markov and jump Markov controlled models. Average value criterion”, Teor. Veroyatnost. i Primenen., 30:2 (1985), 252–268; Theory Probab. Appl., 30:2 (1986), 272–288
Citation in format AMSBIB
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\by M.~Yu.~Kitaev
\paper Semi-Markov and jump Markov controlled models. Average value criterion
\jour Teor. Veroyatnost. i Primenen.
\yr 1985
\vol 30
\issue 2
\pages 252--268
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=792619}
\zmath{https://zbmath.org/?q=an:0586.90093|0575.90085}
\transl
\jour Theory Probab. Appl.
\yr 1986
\vol 30
\issue 2
\pages 272--288
\crossref{https://doi.org/10.1137/1130036}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1986D122800005}
Linking options:
  • https://www.mathnet.ru/eng/tvp1847
  • https://www.mathnet.ru/eng/tvp/v30/i2/p252
  • This publication is cited in the following 47 articles:
    1. Subrata Golui, “Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion”, Stochastic Analysis and Applications, 2025, 1  crossref
    2. Subrata Golui, Chandan Pal, “Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space”, Stochastic Analysis and Applications, 41:2 (2023), 327  crossref
    3. Anup Biswas, Vivek S. Borkar, “Ergodic risk-sensitive control—A survey”, Annual Reviews in Control, 55 (2023), 118  crossref
    4. Subrata Golui, Chandan Pal, “Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion”, Stochastic Analysis and Applications, 40:1 (2022), 78  crossref
    5. Fang Chen, Xianping Guo, Zhong-Wei Liao, “Optimal Stopping Time on Semi-Markov Processes with Finite Horizon”, J Optim Theory Appl, 194:2 (2022), 408  crossref
    6. Subrata Golui, Chandan Pal, Subhamay Saha, “Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion”, Dyn Games Appl, 12:2 (2022), 485  crossref
    7. Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 47:2 (2022), 1266–1286  mathnet  crossref  isi
    8. Anup Biswas, Somnath Pradhan, “Ergodic risk-sensitive control of Markov processes on countable state space revisited”, ESAIM: COCV, 28 (2022), 26  crossref
    9. Mrinal K. Ghosh, Subrata Golui, Chandan Pal, Somnath Pradhan, “Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs”, Appl Math Optim, 86:1 (2022)  crossref
    10. Subrata Golui, Chandan Pal, “Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space”, Math Meth Oper Res, 95:2 (2022), 219  crossref
    11. E. A. Feinberg, A. N. Shiryaev, “Kolmogorov's equations for jump Markov processes and their applications to control problems”, Theory Probab. Appl., 66:4 (2022), 582–600  mathnet  crossref  crossref  mathscinet  zmath
    12. Chen F., Guo X., Liao Zh.-W., “Optimal Stopping Time on Discounted Semi-Markov Processes”, Front. Math. China, 16:2 (2021), 303–324  crossref  isi
    13. Xin Guo, Qiuli Liu, Yi Zhang, “Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates”, 4OR-Q J Oper Res, 17:4 (2019), 427  crossref
    14. Xianping Guo, Zhong-Wei Liao, “Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates”, SIAM J. Control Optim., 57:6 (2019), 3857  crossref
    15. Alexey Piunovskiy, “Realizable Strategies in Continuous-Time Markov Decision Processes”, SIAM J. Control Optim., 56:1 (2018), 473  crossref
    16. Wenzhao Zhang, “Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria”, Appl Math Optim, 77:2 (2018), 275  crossref
    17. Yonghui Huang, “Finite horizon continuous-time Markov decision processes with mean and variance criteria”, Discrete Event Dyn Syst, 28:4 (2018), 539  crossref
    18. Guo X., Zhang Y., “Constrained total undiscounted continuous-time Markov decision processes”, Bernoulli, 23:3 (2017), 1694–1736  crossref  mathscinet  zmath  isi  scopus
    19. Yi Zhang, “Continuous-Time Markov Decision Processes with Exponential Utility”, SIAM J. Control Optim., 55:4 (2017), 2636  crossref
    20. Jukka Isohataia, William B. Haskell, 2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017, 4303  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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