Pages that link to "Item:Q2806825"
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The following pages link to Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2806825):
Displayed 27 items.
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- Uniform Fatou's lemma (Q530342) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- MDPs with setwise continuous transition probabilities (Q2060367) (← links)
- Convergence for varying measures (Q2091050) (← links)
- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs (Q2095218) (← links)
- On the optimality equation for average cost Markov decision processes and its validity for inventory control (Q2095219) (← links)
- Weak Feller property of non-linear filters (Q2278526) (← links)
- A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes (Q2315044) (← links)
- Convergence theorems for varying measures under convexity conditions and applications (Q2682868) (← links)
- Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes (Q2818183) (← links)
- Optimal Control of Partially Observable Piecewise Deterministic Markov Processes (Q4634986) (← links)
- Stochastic Comparative Statics in Markov Decision Processes (Q5000655) (← links)
- (Q5054596) (← links)
- STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS (Q5070865) (← links)
- Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control (Q5071031) (← links)
- Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
- Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions (Q5108228) (← links)
- Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
- Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes (Q5120712) (← links)
- A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control (Q5130892) (← links)
- Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities (Q5153597) (← links)
- Robustness to Approximations and Model Learning in MDPs and POMDPs (Q5153607) (← links)
- Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
- Robustness to Incorrect Priors in Partially Observed Stochastic Control (Q5232210) (← links)
- Partially observed discrete-time risk-sensitive mean field games (Q6078102) (← links)
- Equivalent conditions for weak continuity of nonlinear filters (Q6103081) (← links)