scientific article; zbMATH DE number 3711784
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Publication:3902859
zbMATH Open0454.90085MaRDI QIDQ3902859FDOQ3902859
Authors: Karel Sladký 
Publication date: 1980
Full work available at URL: https://eudml.org/doc/28460
Title of this publication is not available (Why is that?)
Cites Work
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- The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
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- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
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- Risk-Sensitive Markov Decision Processes
- Algebraic eigenspaces of nonnegative matrices
- On the Iterative Method of Dynamic Programming on a Finite Space Discrete Time Markov Process
- Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies
- On a Quasi-Linear Equation
- Étude asymptotique des systèmes markoviens à commande
- THE THEORY OF NON‐NEGATIVE MATRICES IN A DYNAMIC PROGRAMMING PROBLEM
- Decomposable non-negative matrices in a dynamic programming problem
Cited In (10)
- Title not available (Why is that?)
- Growth rates and average optimality in risk-sensitive Markov decision chains
- About stability of risk-seeking optimal stopping
- Generalized eigenvectors and sets of nonnegative matrices
- Dynamics of piecewise linear maps and sets of nonnegative matrices
- Title not available (Why is that?)
- Local Poisson equations associated with discrete-time Markov control processes
- Multiplicative processes reaching stationarity in finite time
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
- An optimality system for finite average Markov decision chains under risk-aversion
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