The following pages link to (Q3919441):
Displaying 35 items.
- Optimal strategies for the multi-task inventory control model (Q289806) (← links)
- Assessment and optimal strategies of semi-continuous killed Markov decision processes (Q333581) (← links)
- Asymptotics of stationary measure under scaling in stochastic exchange processes (Q355336) (← links)
- Control and observation for dynamical queueing networks. I (Q463341) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780) (← links)
- Multifractal scaling of products of birth-death processes (Q605873) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion (Q683460) (← links)
- Mathematical modeling of distributed catastrophic and terrorist risks (Q895085) (← links)
- Stochastic nonlinear Perron-Frobenius theorem (Q963674) (← links)
- Stability estimates for controlled Markov chains with a minorant (Q1099790) (← links)
- Stochastic equilibria on graphs, I (Q1338909) (← links)
- Optimal strategies for an inventory system with cost functions of general form (Q1570273) (← links)
- Multiple objective nonatomic Markov decision processes with total reward criteria (Q1576966) (← links)
- Constrained Markovian decision processes: The dynamic programming approach (Q1593712) (← links)
- Development control: structural analysis, problems, stability (Q1716751) (← links)
- Control of \(M|M|1|N\) queue parameters under constraints (Q1742429) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- Exit and return of a simple random walk (Q1775508) (← links)
- Sequential identification and adaptive control in stochastic systems (Q1816370) (← links)
- Nonatomic total rewards Markov decision processes with multiple criteria (Q1856820) (← links)
- The controller-and-stopper game for a linear diffusion. (Q1872219) (← links)
- Dynamic diagnostic and decision procedures under uncertainty (Q1905152) (← links)
- Existence conditions for extremal probability measures on Polish spaces and some of their properties (Q2037687) (← links)
- Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
- Pure and randomized equilibria in the stochastic von Neumann-Gale model (Q2384446) (← links)
- Über ein Problem von Ito und Mckean über die Massivität einer Menge von Primzahlen (Q2542550) (← links)
- The Structure of the Functional of Accumulation Defined on a Trajectory of Semi-Markov Process with a Finite Set of States (Q2811895) (← links)
- Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes (Q3457099) (← links)
- A note on sequential decomposition in Maekovian decision models (Q3706874) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon (Q5396590) (← links)
- Novel solutions of the Helmholtz equation and their application to diffraction (Q5443760) (← links)
- Methods of uniform optimal stochastic control (Q5963270) (← links)
