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Time consistent dynamic risk measures
Boda, Kang; Filar, Jerzy A. - In: Mathematical methods of operations research 63 (2006) 1, pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
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On transition matrices of Markov chains corresponding to Hamiltonian cycles
Avrachenkov, Konstantin; Eshragh, Ali; Filar, Jerzy A. - In: Optimization models with economic and game theoretic …, (pp. 19-35). 2016
Persistent link: https://www.econbiz.de/10011532973
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Singularly perturbed linear programs and Markov decision processes
Avrachenkov, Konstantin; Filar, Jerzy A.; Gaitsgory, … - In: Operations research letters 44 (2016) 3, pp. 297-301
Persistent link: https://www.econbiz.de/10011505051
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Semi-infinite Markov decision processes
Chen, Ming; Filar, Jerzy A.; Liu, Ke - In: Mathematical methods of operations research 51 (2000) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10001488329
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Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan; Avrachenkov, Konstantin E.; Filar, Jerzy A. - In: Mathematical methods of operations research 49 (1999) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10001415277