Dynamic programming and stochastic control

Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Sufficient statistics and fields (62B05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Statistical decision theory (62Cxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Cited in

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Production to order and off-line inspection when the production process is partially observable
Optimal empty vehicle redistribution for hub‐and‐spoke transportation systems
Particle methods for stochastic optimal control problems
Feasibility and stability of constrained finite receding horizon control
Optimal admission pricing and service rate control of anM[x]/M/s queue with reneging
Explicit results for a class of asset-selling problems
Receding horizon control for water resources management
Theoretical tools for understanding and aiding dynamic decision making
scientific article; zbMATH DE number 3924501 (Why is no real title available?)
scientific article; zbMATH DE number 4061056 (Why is no real title available?)
Optimal dynamic routing in Markov queueing networks
Theory and applications of adaptive control - a survey
Implicit dual control for general stochastic systems
Integrated inventory management and supplier base reduction in a supply chain with multiple uncertainties
Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
Multi-time dynamic programming and Riccati equations
A dynamic view of the portfolio efficiency frontier
State observation accuracy and finite-memory policy performance
The decentralized Wald problem
Dynamic programming for mean-field type control
A lattice-theoretic approach to a class of dynamic games
Stochastic control theory and operational research
Existence of optimal stationary policies in deterministic optimal control
An empirical study of policy convergence in Markov decision process value iteration
Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials
The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
Optimal taxation in an RBC model: A linear-quadratic approach
Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
Integration, participation and optimal control in water resources planning and management
Numerical solutions of the algebraic matrix Riccati equation
Finite Horizon Decision Timing with Partially Observable Poisson Processes
Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information
A convex analytic approach to Markov decision processes
Control of distributed systems: tutorial and overview
The principle and models of dynamic programming
Games against nature
Concepts and methods for discrete and continuous time control under uncertainty
Optimal consumption dynamics with non-concave habit-forming utility
Connections between stochastic control and dynamic games
Monotone control laws for noisy, countable-state Markov chains
scientific article; zbMATH DE number 3906232 (Why is no real title available?)
Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
Some thoughts on rational expectations models, and alternate formulations
Integrated capacity and inventory management with capacity acquisition lead times
On the multistage Bayes classifier
Dynamic programming principle for stochastic control problems driven by general Lévy noise
Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
Dynamic Programming and Systems of Uncertain Duration
Value of information for a leader-follower partially observed Markov game
Expectation dependence of random variables, with an application in portfolio theory
A ``nearly ideal solution to linear time-varying rational expectations models
Sequential selling mechanisms
New structural properties of (\(s,S\)) policies for inventory models with lost sales
Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
Value function approximation in the presence of uncertainty and inequality constraints
scientific article; zbMATH DE number 1095138 (Why is no real title available?)
A class of risk-sensitive noncooperative games
Stochastic programs without duality gaps
Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
A risk reserve model for hedging in incomplete markets
Control limits for two-state partially observable Markov decision processes
Application of Jensen's inequality to adaptive suboptimal design
Dynamic Programming Conditions for Partially Observable Stochastic Systems
Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
A two-state partially observable Markov decision process with three actions
Abstract dynamic programming
Controlled semi-Markov models under long-run average rewards
Stochastic finite-state systems in control theory
Optimal policies for controlled Markov chains with a constraint
Control of a production system with variable yield and random demand
The value-function of an infinite-horizon linear-quadratic problem
Retirement saving with contribution payments and labor income as a benchmark for investments
Updating network flows given multiple, heterogeneous arc attribute changes
Reinforcement learning based algorithms for average cost Markov decision processes
In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
Distributed asynchronous computation of fixed points
On the complexity of partially observed Markov decision processes
Water reservoir control under economic, social and environmental constraints
Dynamic Programming and Decision Theory
Optimizing the use of contingent labor when demand is uncertain
On the best choice problem with random population size
Generalized predictive control. I: The basic algorithm
Periodic linear-quadratic methods for modeling seasonality
Fuzzy dynamic programming: Main developments and applications
scientific article; zbMATH DE number 764404 (Why is no real title available?)
New dynamic programming models of fisheries management
Risk-sensitive optimal investment policy
On dynamic programming for sequential decision problems under a general form of uncertainty
Density estimation and adaptive control of Markov processes: Average and discounted criteria
Prescribing transient and asymptotic behaviour to deterministic systems with stochastic initial conditions
Optimal management of replenishable resources in a predator-prey system with randomly fluctuating population
Infinite-horizon minimax control with pointwise cost functional
Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval
Nonparametric adaptive control of discounted stochastic systems with compact state space

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