scientific article
From MaRDI portal
Publication:3862198
zbMath0426.60063MaRDI QIDQ3862198
E. B. Dykin, Alexander A. Yushkevich
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov processes: estimation; hidden Markov models (62M05) Minimax problems in mathematical programming (90C47) Controllability, observability, and system structure (93B99) Markov processes (60Jxx) Stochastic systems and control (93Exx)
Related Items
Stability Estimation of Transient Markov Decision Processes ⋮ A note on the Ross-Taylor theorem ⋮ Vector-valued Markov decision processes and the systems of linear inequalities ⋮ Unnamed Item ⋮ An evolutionary finance model with short selling and endogenous asset supply ⋮ Perspectives of approximate dynamic programming ⋮ An expected average reward criterion ⋮ A semimartingale characterization of average optimal stationary policies for Markov decision processes ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Nonparametric adaptive control of discrete-time partially observable stochastic systems ⋮ Von Neumann–Gale model, market frictions and capital growth ⋮ Von Neumann-Gale dynamics and capital growth in financial markets with frictions ⋮ On the evaluation of bidding strategies in sequential auctions ⋮ Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities ⋮ Markov control models with unknown random state-action-dependent discount factors ⋮ Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps ⋮ Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Examples concerning Abel and Cesàro limits ⋮ Formalization of methods for the development of autonomous artificial intelligence systems ⋮ Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions ⋮ Semi-uniform Feller stochastic kernels ⋮ Equivalent conditions for weak continuity of nonlinear filters ⋮ On the time discretization of stochastic optimal control problems: The dynamic programming approach ⋮ Exercising control when confronted by a (Brownian) spider ⋮ Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors ⋮ Turnpikes in Finite Markov Decision Processes and Random Walk ⋮ Extreme Occupation Measures in Markov Decision Processes with an Absorbing State ⋮ Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases ⋮ Absorbing Markov decision processes ⋮ A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control ⋮ Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies ⋮ Markov-achievable payoffs for finite-horizon decision models. ⋮ Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems ⋮ Sample-path optimality and variance-maximization for Markov decision processes ⋮ Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies ⋮ Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities ⋮ Estimation of Equilibria in an Advertising Game with Unknown Distribution of the Response to Advertising Efforts ⋮ On an Approach to Evaluation of Health Care Programme by Markov Decision Model ⋮ Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Linear programming approach to optimal impulse control problems with functional constraints ⋮ Towards the optimal control of Markov chains with constraints ⋮ Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮ On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion ⋮ Unnamed Item ⋮ Constrained discounted Markov decision processes with Borel state spaces ⋮ Ergodicity Conditions for Controlled Stochastic Nonlinear Systems under Information Constraints: A Volume Growth Approach ⋮ Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes ⋮ A mean field absorbing control model for interacting objects systems ⋮ MDPs with setwise continuous transition probabilities ⋮ A mean field approach for discounted zero-sum games in a class of systems of interacting objects ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs ⋮ Robustness to Incorrect Priors in Partially Observed Stochastic Control ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria ⋮ On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies ⋮ Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ Approximation and mean field control of systems of large populations ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs ⋮ On maximizing the average time at a goal ⋮ Optimum portfolio diversification in a general continuous-time model ⋮ Finite state Markov decision models with average reward criteria ⋮ Weak conditions for average optimality in Markov control processes ⋮ Partially observable Markov decision processes with partially observable random discount factors
