The following pages link to Discrete Dynamic Programming (Q5342868):
Displayed 50 items.
- Semi-Markov strategies in stochastic games (Q585106) (← links)
- On the solvability of Bellman's functional equations for Markov renewal programming (Q594775) (← links)
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases (Q705478) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- Decentralized evolutionary mechanisms for intertemporal economies: A possibility result (Q810356) (← links)
- A fuzzy approach to Markov decision processes with uncertain transition probabilities (Q853437) (← links)
- Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue (Q855181) (← links)
- Remarks on sensitive equilibria in stochastic games with additive reward and transition structure (Q857831) (← links)
- Perfect equilibria in stochastic games (Q915663) (← links)
- Dynamic priority allocation via restless bandit marginal productivity indices (Q926578) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- Sensitivity analysis in discounted Markovian decision problems (Q1058999) (← links)
- Optimal search with positive switch cost is NP-hard (Q1065706) (← links)
- Bilinear programming and structured stochastic games (Q1076625) (← links)
- On efficiency of linear programming applied to discounted Markovian decision problems (Q1108203) (← links)
- Strong 1-optimal stationary policies in denumerable Markov decision processes (Q1108940) (← links)
- Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes (Q1112739) (← links)
- Communicating MDPs: Equivalence and LP properties (Q1112741) (← links)
- A generalized inverse method for asymptotic linear programming (Q1122475) (← links)
- The optimal frequency of information purchases (Q1133457) (← links)
- An orderfield property for stochastic games when one player controls transition probabilities (Q1135219) (← links)
- Ordered field property for stochastic games when the player who controls transitions changes from state to state (Q1138490) (← links)
- On optimality criteria for dynamic programs with long finite horizons (Q1142160) (← links)
- Invariant problems in dynamic programming - average reward criterion (Q1145070) (← links)
- Resolvent expansions of matrices and applications (Q1156200) (← links)
- Capital accumulation and the optimization of renewable resource models (Q1158335) (← links)
- Singulary perturbed Markov control problem: Limiting average cost (Q1174700) (← links)
- Denumerable semi-Markov decision chains with small interest rates (Q1174702) (← links)
- Nonlinear programming and stationary equilibria in stochastic games (Q1176577) (← links)
- Estimation and control in multichain processes (Q1176867) (← links)
- Review of a Markov decision algorithm for optimal inspections and revisions in a maintenance system with partial information (Q1203807) (← links)
- Optimal inspection policies for a manufacturing station (Q1206597) (← links)
- Some remarks on the new optimality criterion of Mine and Tabata (Q1213379) (← links)
- On the convergence of the average expected return in dynamic programming (Q1213642) (← links)
- Continuous versus measurable recourse in N-stage stochastic programming (Q1219203) (← links)
- Continuous time control of Markov processes on an arbitrary state space: average return criterion (Q1223874) (← links)
- An optimality principle for Markovian decision processes (Q1228554) (← links)
- Stochastic convex programming: Kuhn-Tucker conditions (Q1232360) (← links)
- Problemi di ottimizzazione nella teoria delle code (Q1235064) (← links)
- Foolproof convergence in multichain policy iteration (Q1245162) (← links)
- Optimization of stochastic maintenance policies (Q1248460) (← links)
- Bounded variation of \(\{V_ n\}\) and its limit (Q1260982) (← links)
- Markov-type fuzzy decision processes with a discounted reward on a closed interval (Q1268299) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Exact formula for sensitivity analysis of Markov chains (Q1321118) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Cyclic Markov equilibria in stochastic games (Q1364998) (← links)
- Randomization and simplification in dynamic decision-making. (Q1406467) (← links)
- A decomposition algorithm for limiting average Markov decision problems. (Q1412714) (← links)