Markov decision processes with distribution function criterion of first-passage time
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(13)- Optimal models for the first arrival time distribution function in continuous time -- with a special case
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
- Optimal risk probability for first passage models in semi-Markov decision processes
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
- Discrete-time Markov decision processes with first passage models
- First passage optimality and variance minimisation of Markov decision processes with varying discount factors
- On stochastic optimality of policies in first passage problems
- Constrained Markov decision processes with first passage criteria
- First passage problems for nonstationary discrete-time stochastic control systems
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
- First passage risk probability optimality for continuous time Markov decision processes.
- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
- Nonstationary Markov decision processes with risk probability criteria
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