Constrained Markov decision processes with first passage criteria (Q363565): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10479-012-1292-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2079077148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of the optimal values of constrained Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal policies for controlled Markov chains with a constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Target Hitting Time and the Problem of Early Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite state Markovian decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained denumerable state non-stationary MDPs with expected total reward criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Continuous-Time Markov Control Processes with Discounted Criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov decision processes. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov control processes in Borel spaces: the discounted case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Average Cost Markov Control Processes in Borel Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk probability for first passage models in semi-Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4045930 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained markov decision processes with compact state and action spaces: the average case / rank
 
Normal rank
Property / cites work
 
Property / cites work: When to refinance a mortgage: a dynamic programming approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with distribution function criterion of first-passage time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4034339 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic optimal policies for Markov control processes with pathwise constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounting the distant future: How much do uncertain rates increase valuations? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5434181 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Discounted Markov Decision Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: On discounted dynamic programming with constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization models for the first arrival target distribution function in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained continuous-time Markov decision processes with average criteria / rank
 
Normal rank

Latest revision as of 20:24, 6 July 2024

scientific article
Language Label Description Also known as
English
Constrained Markov decision processes with first passage criteria
scientific article

    Statements

    Constrained Markov decision processes with first passage criteria (English)
    0 references
    0 references
    0 references
    0 references
    3 September 2013
    0 references
    0 references
    Markov decision processes
    0 references
    target set
    0 references
    first passage time
    0 references
    expected first passage reward/cost
    0 references
    constrained optimal policy
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references