Pages that link to "Item:Q1041680"
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The following pages link to Continuous-time Markov decision processes. Theory and applications (Q1041680):
Displayed 50 items.
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- Continuous-time stochastic games (Q2013336) (← links)
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes (Q2019056) (← links)
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion (Q2020315) (← links)
- Constrained expected average stochastic games for continuous-time jump processes (Q2041002) (← links)
- Kolmogorov's equations for jump Markov processes with unbounded jump rates (Q2095220) (← links)
- Solving the cost to go with time penalization using the Lagrange optimization approach (Q2099888) (← links)
- Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- Bias optimality of admission control in a non-stationary repairable queue (Q2183214) (← links)
- Reachability and safety objectives in Markov decision processes on long but finite horizons (Q2188953) (← links)
- Stationary equilibria of mean field games with finite state and action space (Q2221208) (← links)
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- Optimality of admission control in a repairable queue (Q2294299) (← links)
- Convergence of Markov decision processes with constraints and state-action dependent discount factors (Q2301208) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- Semi-Markov decision processes with variance minimization criterion (Q2342919) (← links)
- First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
- Optimal control of Markov processes with age-dependent transition rates (Q2391935) (← links)
- Sporadic overtaking optimality in Markov decision problems (Q2397931) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Imprecise continuous-time Markov chains (Q2411281) (← links)
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion (Q2417050) (← links)
- Continuous-time constrained stochastic games with average criteria (Q2417061) (← links)
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs (Q2431043) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
- A Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networks (Q2630224) (← links)
- State-policy dynamics in evolutionary games (Q2636485) (← links)
- Continuous-time zero-sum stochastic game with stopping and control (Q2661550) (← links)
- On the optimality of a maintenance queueing system (Q2670466) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes (Q2675991) (← links)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion (Q2689890) (← links)
- Analysis of the finite-state ergodic master equation (Q2694468) (← links)
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (Q2786427) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- An Overview for Markov Decision Processes in Queues and Networks (Q3305576) (← links)
- Continuous-time zero-sum games with probability criterion (Q3383687) (← links)
- Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes (Q3457099) (← links)
- A continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategies (Q4561198) (← links)
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach (Q4593611) (← links)
- Realizable Strategies in Continuous-Time Markov Decision Processes (Q4605436) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates (Q4631821) (← links)
- Note on discounted continuous-time Markov decision processes with a lower bounding function (Q4684909) (← links)
- Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models (Q4903043) (← links)