Pages that link to "Item:Q2925348"

The following pages link to Average Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2925348):

Displaying 40 items.

• Examples concerning Abel and Cesàro limits (Q401107) (← links)
• Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
• Continuity of minima: local results (Q494872) (← links)
• Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
• Uniform Fatou's lemma (Q530342) (← links)
• Berge's theorem for noncompact image sets (Q713457) (← links)
• LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems (Q831480) (← links)
• Near optimality of quantized policies in stochastic control under weak continuity conditions (Q892326) (← links)
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
• Planning for the long run: programming with patient, Pareto responsive preferences (Q1757582) (← links)
• MDPs with setwise continuous transition probabilities (Q2060367) (← links)
• On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
• Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543) (← links)
• Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors (Q2095188) (← 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)
• Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
• Berge's maximum theorem for noncompact image sets (Q2338717) (← links)
• Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps (Q2417095) (← links)
• A useful technique for piecewise deterministic Markov decision processes (Q2661590) (← links)
• A survey of average cost problems in deterministic discrete-time control systems (Q2685226) (← links)
• Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2806825) (← links)
• Optimality Conditions for Partially Observable Markov Decision Processes (Q2950130) (← links)
• On the reduction of total‐cost and average‐cost MDPs to discounted MDPs (Q3120606) (← links)
• A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies (Q3465941) (← links)
• (Q5054596) (← links)
• STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS (Q5070865) (← links)
• Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
• Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes (Q5120712) (← links)
• Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies (Q5130921) (← links)
• Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities (Q5153597) (← links)
• Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514) (← links)
• Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
• On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs (Q5220188) (← links)
• On Convergence of Value Iteration for a Class of Total Cost Markov Decision Processes (Q5502179) (← links)
• Formalization of methods for the development of autonomous artificial intelligence systems (Q6066037) (← links)
• Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs (Q6079116) (← links)
• A note on the existence of optimal stationary policies for average Markov decision processes with countable states (Q6163982) (← links)
• Another look at partially observed optimal stochastic control: existence, ergodicity, and approximations without belief-reduction (Q6667551) (← links)