Markov Processes are central objects in probability theory. Its characterising property can be characterised intuitively as follows: given the information of the historical development the ...

This paper deals with discrete-time Markov decision processes (MDPs) under constraints where all the objectives have the same form of expected total cost over the infinite time horizon. The existence ...

We consider a class of discrete time, dynamic decision-making models which we refer to as Periodically Time-Inhomogeneous Markov Decision Processes (PTMDPs). In these models, the decision-making ...