Optimal policies for constrained average-cost Markov decision processes

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Measure Theory, Random Variables, Engineering +14

Real Analysis and Probability.

Kenneth A. Ross, R. Ash · American Mathematical Monthly · 1975 · 732 citations

Engineering, Discrete Probability, Imprecise Probability +3

Optimal policies for controlled Markov chains with a constraint

Frederick J. Beutler, Keith W. Ross · Journal of Mathematical Analysis and Applications · 1985 · 241 citations · Full text

Engineering, Optimal Policies, Stochastic Control +3

Constrained Average Cost Markov Decision Chains

Linn I. Sennott · Probability in the Engineering and Informational Sciences · 1993 · 102 citations

Engineering, Stochastic Optimization, Stochastic Processes +10

Extreme Points of Moment Sets

Gerhard Winkler · Mathematics of Operations Research · 1988 · 94 citations

Measure Theory, Engineering, Generalized Function +12