Q5179071 (Q5179071): Difference between revisions

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+Markov decision processes with applications to finance.
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+Q3772035
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+Q4888202
@@ Property / cites work: Q4888202 / rank @@
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+On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation
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+Q3237805
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+On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
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+On optimality criteria for dynamic programs with long finite horizons
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+On strong average optimality of Markov decision processes with unbounded costs
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+Continuous-Time Controlled Jump Markov Processes on the Finite Horizon
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+Average optimality for continuous-time Markov decision processes in Polish spaces
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+Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
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+Continuous-time Markov decision processes. Theory and applications
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+New discount and average optimality conditions for continuous-time Markov decision processes
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+Q4863593
@@ Property / cites work: Q4863593 / rank @@
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+Q4255598
@@ Property / cites work: Q4255598 / rank @@
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+Computable bounds for geometric convergence rates of Markov chains
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+Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
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+Controlled jump processes
@@ Property / cites work: Controlled jump processes / rank @@
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+Q5305630
@@ Property / cites work: Q5305630 / rank @@
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+New sufficient conditions for average optimality in continuous-time Markov decision processes
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+Controlled Jump Markov Models
@@ Property / cites work: Controlled Jump Markov Models / rank @@
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+Average optimality inequality for continuous-time Markov decision processes in Polish spaces
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+Average optimality for continuous-time Markov decision processes with a policy iteration approach
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