This book provides a unified approach for the study of constrained Markov decision
processes with a finite state space and unbounded costs. Unlike the single controller case …

This work is a survey of the average cost control problem for discrete-time Markov
processes. The authors have attempted to put together a comprehensive account of the …

In this paper we investigate the properties of multimodular functions. In doing so we give
elementary proofs for properties already established by Hajek and we generalize some of …

Inventory management is among the most important topics in operations management and
operations research. It is perhaps also the earliest, as evidenced by the economic order …

This work has been made possible largely thanks to the kind support of the Van Gogh
project N. 98001" Multimodularity and Control"(French-Dutch scientific cooperation project) …

This paper is concerned with long-run average cost minimization of a stochastic inventory
problem with Markovian demand, fixed ordering cost, and convex surplus cost. The states of …

This paper considers discrete-time Markov control processes on Borel spaces, with possibly
unbounded costs, and the long run average cost (AC) criterion. Under appropriate …

This paper is devoted to a study of infinite horizon optimal control problems with time
discounting and time averaging criteria in discrete time. We establish that these problems …

We consider dynamic programming problems with a large time horizon, and give sufficient
conditions for the existence of the uniform value. As a consequence, we obtain an existence …

In this paper we are concerned with the existence of optimal stationary policies for infinite-
horizon risk-sensitive Markov control processes with denumerable state space, unbounded …