Negative Dynamic Programming

Cited in

(98)

On continuous dynamic programming with discrete time-parameter
Stochastic evolution and control of an economic activity
Kolmogorov's equations for jump Markov processes and their applications to control problems
Dynamic programming for non-additive stochastic objectives
OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS
Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures
On some aspects in stochastic dynamic programming with terminal region
Blackwell optimal policies in a Markov decision process with a Borel state space
Stochastic games with unbounded payoffs: applications to robust control in economics
Stopped decision processes on complete separable metric spaces
Compactness of the space of non-randomized policies in countable-state sequential decision processes
A mixed value and policy iteration method for stochastic control with universally measurable policies
Continuous versus measurable recourse in N-stage stochastic programming
Maximum-stopping-value policies in finite Markov population decision chains
Stable Optimal Control and Semicontractive Dynamic Programming
Negative dynamic programming with non-additively time-separable objective
Stochastic scheduling problems I — General strategies
Bellman inequalities in markov decision deterministic drift processes
Modeling secrecy and deception in a multiple-period attacker-defender signaling game
Robust shortest path planning and semicontractive dynamic programming
Invariant problems in dynamic programming - average reward criterion
Stochastic games with metric state space
Minimizing expected makespan in a two-machine stochastic open shop with Poisson arrival
Characterization and simplification of optimal strategies in positive stochastic games
Regular policies in abstract dynamic programming
Solving stochastic dynamic programming problems by linear programming — An annotated bibliography
Sufficiency of Markov policies for continuous-time jump Markov decision processes
On optimality criteria for dynamic programs with long finite horizons
Elementary results on solutions to the Bellman equation of dynamic programming: existence, uniqueness, and convergence
Perfect equilibrium in non-randomized strategies in a class of symmetric dynamic games
Optimality in Feller semi-Markov control processes
Dynamic efficiency of conservation of renewable resources under uncertainty.
Finitely additive dynamic programming
The optimal frequency of information purchases
MARKOV DECISION PROCESSES
Nonatomic total rewards Markov decision processes with multiple criteria
On the convergence of successive approximations in dynamic programming with non-zero terminal reward
Single machine flow-time scheduling with a single breakdown
Two characterizations of optimality in dynamic programming
Estimates for finite-stage dynamic programs
On theory and algorithms for Markov decision problems with the total reward criterion
Control: a perspective
On a Continuously Discounted Vector Valued Markov Decision Process
Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
Finite state Markov decision models with average reward criteria
Optimal strategies for an inventory system with cost functions of general form
On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability
Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
Controlling a biological invasion: a non-classical dynamic economic model
Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies
Markov decision processes associated with two threshold probability criteria
On stochastic games
On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
On variable discounting in dynamic programming: applications to resource extraction and other economic models
Sequential variable sampling plan for normal distribution
Average cost Markov decision processes under the hypothesis of Doeblin
Generalised discounting in dynamic programming with unbounded returns
On dynamic programming: Compactness of the space of policies
On stopped decision processes with discrete time parameter
Über ein stochastisches dynamisches entselieidungsmodell mit allgemeinen ertragsfunktionalen
Measurable Gambling Houses
Discounted dynamic programming with unbounded returns: application to economic models
Optimal Markov strategies
Finite-stage reward functions having the Markov adequacy property
MDPs with setwise continuous transition probabilities
Analysis for some properties of discrete time Markov decision processes
Finite state dynamic programming with the total reward criterion
Some basic concepts of numerical treatment of Markov decision models
On the stability of a dynamic stochastic production and inventory system controlled by an optimal policy
The existence of good Markov strategies for decision processes with general payoffs
Multiple feedback at a single-server station
A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case
\(K\) competing queues with customer abandonment: optimality of a generalised \(c \mu \)-rule by the smoothed rate truncation method
A linear-quadratic Gaussian approach to dynamic information acquisition
A note on negative dynamic programming for risk-sensitive control
Non-randomized strategies in stochastic decision processes
Zero-sum stochastic games with unbounded costs: Discounted and average cost cases
Constrained Markov decision processes with expected total reward criteria
Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
Positive zero-sum stochastic games with countable state and action spaces
Average cost optimality inequality for Markov decision processes with Borel spaces and universally measurable policies
On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
Stationary policies and Markov policies in Borel dynamic programming
On -optimal continuous selectors and their application in discounted dynamic programming
Multiple objective nonatomic Markov decision processes with total reward criteria
Equilibria in a two-species fishery
Limit-optimal strategies in countable state decision problems
Quantitative model-checking of controlled discrete-time Markov processes
Pseudopolynomial iterative algorithm to solve total-payoff games and min-cost reachability games
scientific article; zbMATH DE number 3298493 (Why is no real title available?)
Stochastic scheduling problems II-set strategies-
Controlled jump processes
Optimal control of stationary Markov processes
Semi-Markov decision processes with a reachable state-subset
On stochastic games. II
An analysis of transient Markov decision processes

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