Average Optimality in Dynamic Programming with General State Space
From MaRDI portal
Recommendations
- Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
- Average cost Markov decision processes: Optimality conditions
- scientific article; zbMATH DE number 3860907
- Average cost Markov decision processes with weakly continuous transition probabilities
Cited in
(55)- Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls
- Application of average dynamic programming to inventory systems
- Optimal strategies for an inventory system with cost functions of general form
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
- Stackelberg equilibrium in a dynamic stimulation model with complete information
- Value iteration in average cost Markov control processes on Borel spaces
- MDPs with setwise continuous transition probabilities
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities
- Optimal battery purchasing and charging strategy at electric vehicle battery swap stations
- A note on risk-sensitive control of invariant models
- Average optimality for risk-sensitive control with general state space
- Ergodicity of filtering process by vanishing discount approach
- Optimizing DoS attack energy with imperfect acknowledgments and energy harvesting constraints in cyber-physical systems
- A survey of average cost problems in deterministic discrete-time control systems
- Mean field Markov decision processes
- Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
- Average cost Markov decision processes with weakly continuous transition probabilities
- Approximate dynamic programming for stochastic linear control problems on compact state spaces
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Robust Markov control processes
- Examples concerning Abel and Cesàro limits
- Existence Without Explicit Compactness in Stochastic Dynamic Programming
- scientific article; zbMATH DE number 1258324 (Why is no real title available?)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
- Average control of Markov decision processes with Feller transition probabilities and general action spaces
- scientific article; zbMATH DE number 1786117 (Why is no real title available?)
- scientific article; zbMATH DE number 772627 (Why is no real title available?)
- Optimal control of piecewise deterministic Markov processes
- Stochastic setup-cost inventory model with backorders and quasiconvex cost functions
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
- Markov decision processes with incomplete information and semiuniform Feller transition probabilities
- Optimal energy allocation for linear control with packet loss under energy harvesting constraints
- Synthesis and generalization of structural results in inventory management: a generalized convexity property
- Fatou's lemma in its classical form and Lebesgue's convergence theorems for varying measures with applications to Markov decision processes
- Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
- Average cost Markov decision processes with semi-uniform Feller transition probabilities
- Brownian inventory models with convex holding cost. I: Average-optimal controls
- On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs
- Uniform Fatou's lemma
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
- Portfolio management under drawdown constraint in discrete-time financial markets
- Convex stochastic fluid programs with average cost.
- Continuity of discounted values and the structure of optimal policies for <scp>periodic‐review</scp> inventory systems with setup costs
- Optimal transmission strategy for multiple Markovian fading channels: existence, structure, and approximation
- Dual sourcing models with stock-out dependent substitution
- Short Communication: Existence of Markov Equilibrium Control in Discrete Time
- Optimal sensor scheduling for remote state estimation with limited bandwidth: a deep reinforcement learning approach
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
- Another set of conditions for average optimality in Markov control processes
- Continuity of filters for discrete-time control problems defined by explicit equations
- Entropic repulsion of Gaussian free field on high-dimensional Sierpinski carpet graphs
- On the optimality equation for average cost Markov control processes with Feller transition probabilities
- Optimal steady states, excessive functions, and deterministic dynamic programs
This page was built for publication: Average Optimality in Dynamic Programming with General State Space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4697089)