Single sample path-based optimization of Markov chains

From Perturbation Analysis to Markov Decision Processes and Reinforcement Learning

Discrete Event Dynamic Systems

CONVERGENCE OF SIMULATION-BASED POLICY ITERATION

Probability in the Engineering and Informational Sciences

Basic Ideas for Event-Based Optimization of Markov Systems

Discrete Event Dynamic Systems

A time aggregation approach to Markov decision processes

Automatica (Journal of IFAC)

A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases

Automatica (Journal of IFAC)

The control of a two-level Markov decision process by time aggregation

Automatica (Journal of IFAC)

Admission control with elastic QoS for video on demand systems

International Journal of Automation and Computing