Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics

Markov Decision Processes: Discrete Stochastic Dynamic Programming.

Kasra Hazeghi, Martin L. Puterman · Journal of the American Statistical Association · 1995 · 8.4K citations

Markov Decision Process, Engineering, Stochastic Game +15

Probability Measures on Metric Spaces.

K. R. Parthasarathy · Journal of the American Statistical Association · 1968 · 2.5K citations

Borel Subsets, Measure Theory, Engineering +11

Stochastic Games

Lloyd S. Shapley · Proceedings of the National Academy of Sciences · 1953 · 2.4K citations · Full text

Biology, Psychoneuroimmunology, Dysbiosis +15

Discounted Dynamic Programming

David Blackwell · The Annals of Mathematical Statistics · 1965 · 945 citations · Full text

Mathematical Programming, Engineering, Game Theory +6

Mathematical Foundations of the Calculus of Probability.

J. F. C. Kingmán, J. Neveu · Journal of the Royal Statistical Society Series A (General) · 1966 · 883 citations

Engineering, Discrete Probability, Natural Sciences +4