Pages that link to "Item:Q626374"
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The following pages link to Markov decision processes with applications to finance. (Q626374):
Displaying 50 items.
- Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs (Q287649) (← links)
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Controlled semi-Markov chains with risk-sensitive average cost criterion (Q306415) (← links)
- Lending decisions with limits on capital available: the polygamous marriage problem (Q320958) (← links)
- A two-state partially observable Markov decision process with three actions (Q323443) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
- Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (Q494698) (← links)
- Optimal strategies for impulse control of piecewise deterministic Markov processes (Q510120) (← links)
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
- A Poisson equation for the risk-sensitive average cost in semi-Markov chains (Q513817) (← links)
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors (Q513821) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion (Q517921) (← links)
- Finite approximation for finite-horizon continuous-time Markov decision processes (Q523564) (← links)
- Risk-sensitive dividend problems (Q726241) (← links)
- Zero-sum risk-sensitive stochastic games (Q730353) (← 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)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics (Q1680943) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480) (← links)
- Change-point detection for piecewise deterministic Markov processes (Q1716530) (← links)
- Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games (Q1726900) (← links)
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies (Q1741212) (← links)
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- Optimal stopping time on discounted semi-Markov processes (Q2048164) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
- A sojourn-based approach to semi-Markov reinforcement learning (Q2149523) (← links)
- First passage risk probability minimization for piecewise deterministic Markov decision processes (Q2155645) (← links)
- Optimal stopping time on semi-Markov processes with finite horizon (Q2156383) (← links)
