On dynamic programming and statistical decision theory
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(16)- Compactness of the space of non-randomized policies in countable-state sequential decision processes
- Constrained discounted stochastic games
- Parametric continuity in dynamic programming problems
- On Markov perfect equilibria in discounted stochastic ARAT games
- Vector-valued Markov decision processes and the systems of linear inequalities
- Generalized Bandit Problems
- On the expected total reward with unbounded returns for Markov decision processes
- Markov decision processes with quasi-hyperbolic discounting
- Markov decision processes under ambiguity
- On compactness of the space of policies in stochastic dynamic programming
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
- Parametric continuity in dynamic programming problems
- Constrained Markov decision processes with expected total reward criteria
- Semicontinuous nonstationary stochastic games. II
- Optimal stationary policies in the vector-valued Markov decision process
- Constrained discounted Markov decision processes with Borel state spaces
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