Pages that link to "Item:Q713457"
From MaRDI portal
The following pages link to Berge's theorem for noncompact image sets (Q713457):
Displayed 28 items.
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- Continuity of minima: local results (Q494872) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- MDPs with setwise continuous transition probabilities (Q2060367) (← links)
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543) (← links)
- Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors (Q2095188) (← links)
- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs (Q2095218) (← links)
- On the optimality equation for average cost Markov decision processes and its validity for inventory control (Q2095219) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
- Berge's maximum theorem for noncompact image sets (Q2338717) (← links)
- Method of digraphs for multi-dimensional screening (Q2399327) (← links)
- On endogenous formation of price expectations (Q2416662) (← links)
- An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems (Q2417172) (← links)
- A useful technique for piecewise deterministic Markov decision processes (Q2661590) (← links)
- Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2806825) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Optimality Conditions for Partially Observable Markov Decision Processes (Q2950130) (← links)
- STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS (Q5070865) (← links)
- Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
- Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes (Q5120712) (← links)
- Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities (Q5153597) (← links)
- On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting (Q5153610) (← links)
- Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514) (← links)
- Formalization of methods for the development of autonomous artificial intelligence systems (Q6066037) (← links)
- Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs (Q6079116) (← links)
- Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs (Q6079117) (← links)