Pages that link to "Item:Q4943713"
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The following pages link to Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes (Q4943713):
Displaying 30 items.
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes (Q890634) (← links)
- Markov control processes with pathwise constraints (Q992046) (← links)
- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains (Q1044212) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- Mean-variance optimization of discrete time discounted Markov decision processes (Q1693714) (← links)
- Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces (Q1942150) (← links)
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem (Q2118998) (← links)
- Semi-Markov decision processes with variance minimization criterion (Q2342919) (← links)
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes (Q2371871) (← links)
- Optimization of Markov decision processes under the variance criterion (Q2409311) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Another set of conditions for Markov decision processes with average sample-path costs (Q2506454) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- Variance-minimization of Markov control processes with pathwise constraints (Q3145054) (← links)
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces (Q3155288) (← links)
- (Q3303466) (← links)
- Markov Decision Processes with Variance Minimization: A New Condition and Approach (Q3446961) (← links)
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces (Q3516414) (← links)
- Asymptotic Normality of Discrete-Time Markov Control Processes (Q4933199) (← links)
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229) (← links)
- A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes (Q5215162) (← links)
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs (Q5227201) (← links)
- Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815) (← links)
- Another Set of Conditions for Strong<i>n</i>(<i>n</i> = −1, 0) Discount Optimality in Markov Decision Processes (Q5697670) (← links)
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes (Q6096629) (← links)