Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures (Q302091): Difference between revisions

@@ Property / author @@
-François Dufour
@@ Property / author: François Dufour / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2016.05.055
+Normal rank
@@ Property / OpenAlex ID @@
+W2414220426
@@ Property / OpenAlex ID: W2414220426 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Iterative Algorithms
@@ Property / cites work: Approximate Iterative Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of discretization procedures in dynamic programming
+Normal rank
@@ Property / cites work @@
+Q4257216
@@ Property / cites work: Q4257216 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple bounds for the convergence of empirical and occupation measures in 1-Wasserstein distance
+Normal rank
@@ Property / cites work @@
+Q3526643
@@ Property / cites work: Q3526643 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation-based algorithms for Markov decision processes.
+Normal rank
@@ Property / cites work @@
+An optimal one-way multigrid algorithm for discrete-time stochastic control
+Normal rank
@@ Property / cites work @@
+Finite Linear Programming Approximations of Constrained Discounted Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Stochastic approximations of constrained discounted Markov decision processes
+Normal rank
@@ Property / cites work @@
+Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
+Normal rank
@@ Property / cites work @@
+Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
+Normal rank
@@ Property / cites work @@
+Adaptive Markov control processes
@@ Property / cites work: Adaptive Markov control processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863593
@@ Property / cites work: Q4863593 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911692
@@ Property / cites work: Q3911692 / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Dynamic Programming Models
@@ Property / cites work: Convergence of Dynamic Programming Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3908789
@@ Property / cites work: Q3908789 / rank @@
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
+Normal rank
@@ Property / cites work @@
+Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
+Normal rank
@@ Property / cites work @@
+Approximate Dynamic Programming
@@ Property / cites work: Approximate Dynamic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
+Normal rank
@@ Property / cites work @@
+Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
+Normal rank
@@ Property / cites work @@
+Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
+Normal rank
@@ Property / cites work @@
+Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control
+Normal rank
@@ Property / cites work @@
+Q4547446
@@ Property / cites work: Q4547446 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations of Dynamic Programs, I
@@ Property / cites work: Approximations of Dynamic Programs, I / rank @@
+Normal rank