scientific article; zbMATH DE number 1119444

From MaRDI portal
Revision as of 00:16, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4377607

zbMath0894.93001MaRDI QIDQ4377607

Aleksey B. Piunovskiy

Publication date: 18 February 1998


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (55)

Constrained discounted stochastic gamesLP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systemsThe Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic ApproachConstrained Continuous-Time Markov Control Processes with Discounted CriteriaThe Lagrange approach to infinite linear programsRandomized and Relaxed Strategies in Continuous-Time Markov Decision ProcessesConvex analytic approach to constrained discounted Markov decision processes with non-constant discount factorsConstrained continuous-time Markov decision processes on the finite horizonAggregated occupation measures and linear programming approach to constrained impulse control problemsVariance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping timesMarkov control models with unknown random state-action-dependent discount factorsOn risk-sensitive piecewise deterministic Markov decision processesThe transformation method for continuous-time Markov decision processesMarkov decision processes with state-dependent discount factors and unbounded rewards/costsOn approximate and weak correlated equilibria in constrained discounted stochastic gamesContinuous-Time Markov Decision Processes with Exponential UtilitySome advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factorsTurnpikes in Finite Markov Decision Processes and Random WalkExtreme Occupation Measures in Markov Decision Processes with an Absorbing StateAbsorbing Markov decision processesControlled linear system with delayed relay output under impulse random disturbances.Realizable Strategies in Continuous-Time Markov Decision ProcessesTotal reward criteria for unconstrained/constrained continuous-time Markov decision processesA Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward CriterionDiscounted continuous-time constrained Markov decision processes in Polish spacesA linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processesControlled Random Walk: Conjecture and Counter-ExampleMarkov control processes with randomized discounted costOptimal control problem regularization for the Markov process with finite number of states and constraintsSufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple CriteriaConstrained Markov decision processes in Borel spaces: from discounted to average optimalityLinear programming approach to optimal impulse control problems with functional constraintsConstrained continuous-time Markov decision processes with average criteriaCompactness of the space of non-randomized policies in countable-state sequential decision processesStochastic optimal control of risk processes with Lipschitz payoff functionsTowards the optimal control of Markov chains with constraintsNote on discounted continuous-time Markov decision processes with a lower bounding functionAn actor-critic algorithm for constrained Markov decision processesMarkov control processes with pathwise constraintsMultiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic ApproachExistence conditions for extremal probability measures on Polish spaces and some of their propertiesConstrained discounted Markov decision processes with Borel state spacesNeighbourhood search for constructing Pareto setsConvergence of Markov decision processes with constraints and state-action dependent discount factorsConstrained Markov Decision Processes with Expected Total Reward CriteriaAbsorbing Continuous-Time Markov Decision Processes with Total Cost CriteriaNowak's Theorem on Probability Measures Induced by Strategies RevisitedMultiple objective nonatomic Markov decision processes with total reward criteriaThe Expected Total Cost Criterion for Markov Decision Processes under ConstraintsConstrained Markovian decision processes: The dynamic programming approachA Convex Analytic Approach to Risk-Aware Markov Decision ProcessesNonatomic total rewards Markov decision processes with multiple criteriaOn gradual-impulse control of continuous-time Markov decision processes with exponential utilityFirst passage Markov decision processes with constraints and varying discount factorsStrategic measures in optimal control problems for stochastic sequences




This page was built for publication: