Pages that link to "Item:Q655591"

The following pages link to Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591):

Displaying 25 items.

• Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
• A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (Q482730) (← links)
• Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
• A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
• Constrained expected average stochastic games for continuous-time jump processes (Q2041002) (← links)
• Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
• Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
• First passage risk probability minimization for piecewise deterministic Markov decision processes (Q2155645) (← links)
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
• Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
• Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
• Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes (Q2675991) (← links)
• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
• Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces (Q2808307) (← links)
• Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria (Q2837757) (← links)
• Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
• Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
• Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
• Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems (Q5034421) (← links)
• Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes (Q5085140) (← links)
• Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates (Q5086417) (← links)
• (Q5096718) (← links)
• On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885) (← links)
• Zero-sum infinite-horizon discounted piecewise deterministic Markov games (Q6040851) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)