Non-Randomized Markov and Semi-Markov Strategies in Dynamic Programming
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Cited in
(13)- Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
- The existence of good Markov strategies for decision processes with general payoffs
- Multiple objective nonatomic Markov decision processes with total reward criteria
- On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
- Finite-stage reward functions having the Markov adequacy property
- Geometry of information structures, strategic measures and associated stochastic control topologies
- Non-randomized strategies in stochastic decision processes
- On an extremal property of Markov chains and sufficiency of Markov strategies in Markov decision processes with the Dubins-Savage criterion
- Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions
- Finding Optimal Survey Policies via Adaptive Markov Decision Processes
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- Optimal control problem regularization for the Markov process with finite number of states and constraints
- A universal dynamic program and refined existence results for decentralized stochastic control
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