Pages that link to "Item:Q692089"
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The following pages link to Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089):
Displaying 27 items.
- Robust Markov control processes (Q401072) (← links)
- Stochastic games of resource extraction (Q490844) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
- On symmetric stochastic games of resource extraction with weakly continuous transitions (Q1667398) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances (Q1741211) (← links)
- Generalised discounting in dynamic programming with unbounded returns (Q1785221) (← links)
- Distribution-free continuous review inventory model with controllable lead time and setup cost in the presence of a service level constraint (Q1955299) (← links)
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs (Q2095218) (← links)
- Constrained discounted stochastic games (Q2128611) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- Equilibria in altruistic economic growth models (Q2175350) (← links)
- Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting (Q2177786) (← links)
- On the expected total reward with unbounded returns for Markov decision processes (Q2198156) (← links)
- Stochastic dynamic programming with non-linear discounting (Q2234309) (← links)
- Robust Markov perfect equilibria (Q2252336) (← links)
- An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems (Q2417172) (← links)
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces (Q2444400) (← links)
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff (Q2662296) (← links)
- Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
- Note on discounted continuous-time Markov decision processes with a lower bounding function (Q4684909) (← links)
- Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award (Q5135660) (← links)
- <html> Nash &epsilon;-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html> (Q5227205) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs (Q6079117) (← links)
