The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q887374
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: XiaoLong Zou / rank
 
Normal rank
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/s10626-017-0257-6 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2742269560 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov chains. An applications-oriented approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with applications to finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Target-level criterion in Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5524074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5425954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic control via direct comparison / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces / 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: Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Performance analysis for controlled semi-Markov systems with application to maintenance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum risk probability for finite horizon semi-Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating Sensitivities of Conditional Value at Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov Risk Models for Finance, Insurance and Reliability / rank
 
Normal rank
Property / cites work
 
Property / cites work: A basic formula for performance gradient estimation of semi-Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal policy for minimizing risk models in Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing risk models in stochastic shortest path problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes associated with two threshold probability criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The variance of discounted Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimising a threshold probability in discounted Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimizing risk models in Markov decision processes with policies depending on target values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5047594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameterized Markov decision process and its application to service rate control / rank
 
Normal rank

Latest revision as of 20:42, 14 July 2024

scientific article
Language Label Description Also known as
English
The risk probability criterion for discounted continuous-time Markov decision processes
scientific article

    Statements

    The risk probability criterion for discounted continuous-time Markov decision processes (English)
    0 references
    0 references
    0 references
    0 references
    18 December 2017
    0 references
    continuous-time Markov decision processes
    0 references
    risk probability criterion
    0 references
    value iteration
    0 references
    optimality equation
    0 references
    optimal policy
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers