Continuity of the value of competitive Markov decision processes
From MaRDI portal
(Redirected from Publication:1426850)
Recommendations
- Sensitivity of constrained Markov decision processes
- scientific article; zbMATH DE number 1159486
- Lipschitz continuity of value functions in Markovian decision processes
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Juegos estocasticos continuos: Valor y estrategias optimas
Cited in
(20)- Indices for families of competing Markov decision processes with influence
- Fuzzy optimality relation for perceptive MDPs-the average case
- A note on two-person zero-sum communicating stochastic games
- Bidding mechanisms in graph games
- The complexity of reachability in parametric Markov decision processes
- Stochastic games with short-stage duration
- scientific article; zbMATH DE number 1134975 (Why is no real title available?)
- scientific article; zbMATH DE number 4118195 (Why is no real title available?)
- Learning-based mean-payoff optimization in an unknown MDP under omega-regular constraints
- Finite-memory strategies in POMDPs with long-run average objectives
- Bidding mechanisms in graph games
- The asymptotic value in finite stochastic games
- On the Complexity of Reachability in Parametric Markov Decision Processes
- PAC Statistical Model Checking of Mean Payoff in Discrete- and Continuous-Time MDP
- PAC statistical model checking of mean payoff in discrete- and continuous-time MDP
- Bounded-memory strategies in partial-information games
- -stationary Nash equilibria in multi-player stochastic graph games
- Safe learning for near-optimal scheduling
- Computing uniformly optimal strategies in two-player stochastic games
- Stochastic limit-average games are in EXPTIME
This page was built for publication: Continuity of the value of competitive Markov decision processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1426850)
