Growth Optimality for Branching Markov Decision Chains
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Cited in
(20)- Dynamics of piecewise linear maps and sets of nonnegative matrices
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
- Gainfree Leontief substitution flow problems
- From max-plus algebra to nonexpansive mappings: A nonlinear theory for discrete event systems.
- Local Poisson equations associated with discrete-time Markov control processes
- Recursive stochastic games with positive rewards
- Two cores of a nonnegative matrix
- Perron vector optimization applied to search engines
- Totally expanding multiplicative systems
- Recursive Markov decision processes and recursive stochastic games
- An optimality system for finite average Markov decision chains under risk-aversion
- On the reduction of total-cost and average-cost MDPs to discounted mdps
- Growth rates and average optimality in risk-sensitive Markov decision chains
- scientific article; zbMATH DE number 7561608 (Why is no real title available?)
- Polynomial time algorithms for branching Markov decision processes and probabilistic min(max) polynomial Bellman equations
- A probabilistic proof of the <scp>Perron–Frobenius</scp> theorem
- Universal complexity bounds based on value iteration for stochastic mean payoff games and entropy games
- Multiplicative processes reaching stationarity in finite time
- Generalized eigenvectors and sets of nonnegative matrices
- Model-free reinforcement learning for branching Markov decision processes
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