Stochastic optimal control. The discrete time case

Probability measures on topological spaces (60B05) Decision theory (91B06) Dynamic programming in optimal control and differential games (49L20) Contents, measures, outer measures, capacities (28A12) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Discrete-time control/observation systems (93C55) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

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Probabilistic Model Checking of Labelled Markov Processes via Finite Approximate Bisimulations, Occupation measures in average cost Markov decision processes, On a Discounted Inventory Game, Extended Laplace principle for empirical measures of a Markov chain, Discrete-type approximations for non-Markovian optimal stopping problems: Part I, Discrete Dividend Payments in Continuous Time, An approximation scheme for the optimal control of diffusion processes, Viscosity Solutions of Path-Dependent PDEs with Randomized Time, On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only, The Robust Superreplication Problem: A Dynamic Approach, Regression Monte Carlo for microgrid management, Quantifying Distributional Model Risk via Optimal Transport, On the Minimum Pair Approach for Average Cost Markov Decision Processes with Countable Discrete Action Spaces and Strictly Unbounded Costs, Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates, Compactness criterion for semimartingale laws and semimartingale optimal transport, Average Reward Markov Decision Processes with Multiple Cost Constraints, Robustness to Incorrect Priors in Partially Observed Stochastic Control, Optimal Impulse Control of Dynamical Systems, Constrained Markov Decision Processes with Expected Total Reward Criteria, On zero-sum two-person undiscounted semi-Markov games with a multichain structure, Unnamed Item, TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION, Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints, Nowak's Theorem on Probability Measures Induced by Strategies Revisited, Preselective strategies for the optimization of stochastic project networks under resource constraints, Algorithmic approaches to preselective strategies for stochastic scheduling problems, Impulsive Control for Continuous-Time Markov Decision Processes, Stochastic Comparative Statics in Markov Decision Processes, Average optimality for continuous-time Markov decision processes under weak continuity conditions, A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation, On Hedging American Options under Model Uncertainty, On the correctness of monadic backward induction, Unnamed Item, On gradual-impulse control of continuous-time Markov decision processes with exponential utility, Filtering method for linear and non-linear stochastic optimal control of partially observable systems, Constrained markov decision processes with compact state and action spaces: the average case, Strategic measures in optimal control problems for stochastic sequences, Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics