Pages that link to "Item:Q1041680"

The following pages link to Continuous-time Markov decision processes. Theory and applications (Q1041680):

Displaying 50 items.

• A unified approach to time-aggregated Markov decision processes (Q259403) (← links)
• Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
• Optimal control of a multiclass queueing system when customers can change types (Q285963) (← links)
• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs (Q287649) (← links)
• Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints (Q296787) (← links)
• Optimization problems in chemical reactions using continuous-time Markov chains (Q298083) (← links)
• Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
• Kolmogorov forward equation and explosiveness in countable state Markov processes (Q333068) (← links)
• Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results (Q333089) (← links)
• Constrained Markov decision processes with first passage criteria (Q363565) (← links)
• Finite horizon semi-Markov decision processes with application to maintenance systems (Q421498) (← links)
• New average optimality conditions for semi-Markov decision processes in Borel spaces (Q438786) (← links)
• Optimal maintenance of systems with Markovian mission and deterioration (Q439625) (← links)
• Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
• On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue (Q475100) (← links)
• Parameterized Markov decision process and its application to service rate control (Q492972) (← links)
• Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428) (← 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)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• The limit behaviour of imprecise continuous-time Markov chains (Q525496) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
• Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
• The vanishing discount approach to constrained continuous-time controlled Markov chains (Q709279) (← links)
• Towards the optimal control of Markov chains with constraints (Q710696) (← links)
• Lumpability for uncertain continuous-time Markov chains (Q832091) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates (Q887375) (← links)
• Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion (Q889099) (← links)
• Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
• Resource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximization (Q1634077) (← links)
• Optimal intervention in semi-Markov-based asynchronous probabilistic Boolean networks (Q1635043) (← links)
• Average cost criterion induced by the regular utility function for continuous-time Markov decision processes (Q1677191) (← links)
• A probability criterion for zero-sum stochastic games (Q1686348) (← links)
• The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
• Continuous-time Markov decision processes under the risk-sensitive average cost criterion (Q1694774) (← links)
• Verifiable conditions for average optimality of continuous-time Markov decision processes (Q1709947) (← links)
• A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480) (← links)
• Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation (Q1726890) (← links)
• Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games (Q1726900) (← links)
• On the link between infinite horizon control and quasi-stationary distributions (Q1730930) (← links)
• Markov decision processes with sequential sensor measurements (Q1737870) (← links)
• Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
• Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
• Customizing exponential semi-Markov decision processes under the discounted cost criterion (Q1754072) (← links)
• Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion (Q1785336) (← links)
• Coupling based estimation approaches for the average reward performance potential in Markov chains (Q1796998) (← links)
• A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
• Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates (Q1934418) (← links)