A limit theorem for Markov decision processes
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
- On finite approximations to Markov decision processes with recursive and nonlinear discounting
- scientific article; zbMATH DE number 3950237
- A note on deterministic approximation of discounted Markov decision processes
- Approximation of Markov decision processes with general state space
- scientific article; zbMATH DE number 3873074
- A numerical approach to the infinite horizon problem of deterministic control theory
- Approximate solutions of the Bellman equation of deterministic control theory
- Compactification methods in the control of degenerate diffusions: existence of an optimal control
- Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games
- Games with Imperfectly Observable Actions in Continuous Time
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3400017 (Why is no real title available?)
- Mean Field for Markov Decision Processes: From Discrete to Continuous Optimization
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Recursive methods in discounted stochastic games: an algorithm for 1 and a folk theorem
- Repeated games and qualitative differential games: approachability and comparison of strategies
- Repeated games with incomplete information. With the collaboration of Richard E. Stearns
- Stochastic games with short-stage duration
- Stochastic optimal control. The discrete time case
- Stochastic stability in asymmetric binary choice coordination games
- The convergence problem for differential games
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Some comments on a theorem of Hardy and Littlewood
- An envelope theorem and some applications to discounted Markov decision processes
- On some algorithms for limiting average Markov decision processes
- An axiomatic approach to Markov decision processes
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
- scientific article; zbMATH DE number 3862195 (Why is no real title available?)
- scientific article; zbMATH DE number 3950237 (Why is no real title available?)
- MARKOV INTERVENTION OF CHANCE, AND LIMIT THEOREMS
This page was built for publication: A limit theorem for Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q258747)
