Stochastic games for continuous-time jump processes under finite-horizon payoff criterion (Q517921): Difference between revisions

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-Xian Chen
@@ Property / author: Xian Chen / rank @@
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+https://doi.org/10.1007/s00245-015-9314-4
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+W2211099180
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+Q5386174
@@ Property / cites work: Q5386174 / rank @@
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+Markov decision processes with applications to finance.
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+Stochastic optimal control. The discrete time case
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+Q5711199
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+Q4382287
@@ Property / cites work: Q4382287 / rank @@
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+Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
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@@ Property / cites work @@
+Continuous-time Markov decision processes. Theory and applications
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@@ Property / cites work @@
+Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies
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@@ Property / cites work @@
+Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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@@ Property / cites work @@
+Q4255598
@@ Property / cites work: Q4255598 / rank @@
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+Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion
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+Q4331806
@@ Property / cites work: Q4331806 / rank @@
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@@ Property / cites work @@
+Q3996430
@@ Property / cites work: Q3996430 / rank @@
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@@ Property / cites work @@
+Stochastic Games
@@ Property / cites work: Stochastic Games / rank @@
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@@ Property / cites work @@
+Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
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@@ links / mardi / name / links / mardi / name @@
+Publication:517921