Markov control processes with randomized discounted cost

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

Discounting the distant future: how much do uncertain rates increase valuations?

Richard G. Newell, William A. Pizer · Journal of Environmental Economics and Management · 2003 · 407 citations

Economics, High Uncertainty, Asset Pricing +10

Rules of Thumb versus Dynamic Programming

Martin Lettau, Harald Uhlig · American Economic Review · 1999 · 116 citations

Engineering, Dynamic Economics, Operations Research +21

Constrained Markov Decision Models with Weighted Discounted Rewards

Eugene A. Feinberg, Adam Shwartz · Mathematics of Operations Research · 1995 · 73 citations

Mathematical Programming, Engineering, Markov Decision Processes +16

Ruin probabilities with a Markov chain interest model

Jun Cai, David Dickson · Insurance Mathematics and Economics · 2004 · 66 citations

Markov Kernel, Hidden Markov Model, Ruin Probabilities +1