Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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(70)- The variational calculus and approximation in policy space for Markovian decision processes
- Variational characterizations in Markov decision processes
- Markov decision processes with a minimum-variance criterion
- On fractional flow models and equivalent finite state processes
- A generalized inverse method for asymptotic linear programming
- Nonstationary Markov decision problems with converging parameters
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- Optimal control of Markov chains admitting strong and weak interactions
- Resolvent expansions of matrices and applications
- Denumerable semi-Markov decision chains with small interest rates
- Controlled jump processes
- Markov decision processes and strongly excessive functions
- Optimal threshold probability in undiscounted Markov decision processes with a target set.
- Singularly perturbed linear programs and Markov decision processes
- Gainfree Leontief substitution flow problems
- Are limits of -discounted optimal policies Blackwell optimal? A counterexample
- An asymptotic simplex method for singularly perturbed linear programs
- A canonical form for pencils of matrices with applications to asymptotic linear programs
- Approximating a diffusion by a finite-state hidden Markov model
- An efficient basis update for asymptotic linear programming
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
- Error bounds for stochastic shortest path problems
- Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps
- Recursive stochastic games with positive rewards
- Sample-path optimality and variance-maximization for Markov decision processes
- Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains
- Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
- Solving H-horizon, stationary Markov decision problems in time proportional to log (H)
- Markov branching decision chains with interest-rate-dependent rewards
- Computational methods for risk-averse undiscounted transient Markov models
- A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
- A Fixed Point Approach to Undiscounted Markov Renewal Programs
- A mixed value and policy iteration method for stochastic control with universally measurable policies
- Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
- MARKOV DECISION PROCESSES
- Optimality equations and sensitive optimality in bounded Markov decision processes1
- The multi-armed bandit, with constraints
- Q-learning and policy iteration algorithms for stochastic shortest path problems
- An Efficient Factorization for the Group Inverse
- On the functional equations in undiscounted and sensitive discounted stochastic games
- First passage problems for nonstationary discrete-time stochastic control systems
- scientific article; zbMATH DE number 3711784 (Why is no real title available?)
- scientific article; zbMATH DE number 3731783 (Why is no real title available?)
- scientific article; zbMATH DE number 3743043 (Why is no real title available?)
- scientific article; zbMATH DE number 3469604 (Why is no real title available?)
- Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
- Simultaneous recurrent conditions on countable state Markov chains
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Blackwell optimal policies in a Markov decision process with a Borel state space
- Strong 0-discount optimal policies in a Markov decision process with a Borel state space
- Stability estimation of transient Markov decision processes
- Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
- Maximum-stopping-value policies in finite Markov population decision chains
- Blackwell Optimality for Controlled Diffusion Processes
- Stochastic Abelian and Tauberian theorems
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- An analysis of transient Markov decision processes
- Bounds on the fixed point of a monotone contraction operator
- Approximations for the distribution of perpetuities with small discount rates
- Stochastic control via direct comparison
- The relationships between discounted and average criteria of stochastic games with prospect theory
- Multiple-population discrete-time mean field games with discounted and total payoffs: the existence of equilibria
- Scaling limit of soliton lengths in a multicolor box-ball system
- Computation of optimal policies in discounted semi-Markov decision chains
- Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
- Continuous-time Markov decision processes with nth-bias optimality criteria
- Optimal threshold probability and expectation in semi-Markov decision processes
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
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