Optimal Plans for Dynamic Programming Problems
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(49)- Characterizations of overtaking optimality for controlled diffusion processes
- Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure
- Minimax selection theorems
- Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
- Continuous dependence of stochastic control models on the noise distribution
- The Bellman's principle of optimality in the discounted dynamic programming
- Existence of stationary equilibrium strategies in non-zero sum discounted stochastic games with uncountable state space and state-independent transitions
- Discretization procedures for adaptive Markov control processes
- Optimal policies in multiproduct inventory models
- Measurable selection theorems for optimization problems
- Mechanism design for general screening problems with moral hazard
- Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection
- Three principles of competitive nonlinear pricing.
- MDPs with setwise continuous transition probabilities
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control
- A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences
- Preface: International conference on game theory and optimization, June 6--10, 2016, Indian Institute of Technology Madras, Chennai, India
- Recursive adaptive control of Markov decision processes with the average reward criterion
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
- Delegation principle for multi-agency games under ex post equilibrium
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces
- Recurrence conditions for Markov decision processes with Borel state space: A survey
- Density estimation and adaptive control of Markov processes: Average and discounted criteria
- Aggregated occupation measures and linear programming approach to constrained impulse control problems
- Stochastic reachability of a target tube: theory and computation
- Optimality of mixed policies for average continuous-time Markov decision processes with constraints
- Absorbing continuous-time Markov decision processes with total cost criteria
- Arbitrary state semi-Markov decision processes
- scientific article; zbMATH DE number 4031438 (Why is no real title available?)
- On the optimality of (z, Z)-order-policies in adaptive inventory control
- Nonexistence of Measurable Optimal Selections
- EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
- Relaxed multibang regularization for the combinatorial integral approximation
- A universal dynamic program and refined existence results for decentralized stochastic control
- Nowak's Theorem on Probability Measures Induced by Strategies Revisited
- Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
- An analysis of transient Markov decision processes
- Portfolio management under drawdown constraint in discrete-time financial markets
- Layered networks, equilibrium dynamics, and stable coalitions
- Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions
- Bayesian equilibrium: from local to global
- Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations
- Unique ergodicity of non-linear filters via reachability and uniform weak continuity
- Absorbing Markov decision processes and their occupation measures
- On discounted dynamic programming with constraints
- Nonparametric adaptive control of discounted stochastic systems with compact state space
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces
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