Approximations of Dynamic Programs, I
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(53)- Finite state approximation algorithms for average cost denumerable state Markov decision processes
- Reward revision and the average reward Markov decision process
- Discretization procedures for adaptive Markov control processes
- Robustness inequality for Markov control processes with unbounded costs
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- The complexity of dynamic programming
- Concepts and methods for discrete and continuous time control under uncertainty
- Explicit solutions for multivariate, discrete-time control problems under uncertainty
- Error bounds for nonnegative dynamic models
- Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
- A Bayesian dynamic programming approach to optimal maintenance combined with burn-in
- Feature-based methods for large scale dynamic programming
- Adaptive-resolution reinforcement learning with polynomial exploration in deterministic domains
- Stochastic approximations of constrained discounted Markov decision processes
- Algorithmic aspects of mean-variance optimization in Markov decision processes
- Exponential lower bounds on the complexity of a class of dynamic programs for combinatorial optimization problems
- A multi-period TSP with stochastic regular and urgent demands
- Error bounds for state space truncation of finite Jackson networks
- Approximating infinite horizon stochastic optimal control in discrete time with constraints
- On the construction of -optimal strategies in partially observed MDPs
- On truncations and perturbations of Markov decision problems with an application to queueing network overflow control
- Empirical dynamic programming
- A simulation-based approach to stochastic dynamic programming
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures
- Approximation of dynamic programs
- Dynamic coordination of production planning and sales admission control in the presence of a spot market
- A unified view of aggregation and coherency in networks and Markov chains†
- Some basic concepts of numerical treatment of Markov decision models
- (Approximate) iterated successive approximations algorithm for sequential decision processes
- Discrete type shock semi-markov decision processes with borel state space
- Bounds for aggregating nodes in network problems
- Optimal control of discrete time population processes
- Approximations of inventory models
- Approximations and bounds for a generalized optimal stopping problem
- scientific article; zbMATH DE number 9347 (Why is no real title available?)
- Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
- Markov Teams ? An analytical approach to process migration in distributed computing systems
- On hedging in finite security markets
- A tutorial on event-based optimization -- a new optimization framework
- Discounted continuous-time controlled Markov chains: convergence of control models
- Some limit properties of Markov chains induced by recursive stochastic algorithms
- scientific article; zbMATH DE number 7625165 (Why is no real title available?)
- Easy affine Markov decision processes
- Estimates of stability of Markov control processes with unbounded costs.
- Markov decision processes
- A survey of computational complexity results in systems and control
- State aggregation in dynamic programming - an application to scheduling of independent jobs on parallel processors
- Approximation of Markov decision processes with general state space
- On the sensitivity of restless bandits solutions to uncertainty in the models of the arms
- Computation of optimal policies in discounted semi-Markov decision chains
- Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
- A convex optimization approach to dynamic programming in continuous state and action spaces
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