scientific article; zbMATH DE number 3711784
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Publication:3902859
Cites work
- scientific article; zbMATH DE number 3128787 (Why is no real title available?)
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- Algebraic eigenspaces of nonnegative matrices
- Decomposable non-negative matrices in a dynamic programming problem
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Normalized Markov Decision Chains. II: Optimality of Nonstationary Policies
- On a Quasi-Linear Equation
- On the Iterative Method of Dynamic Programming on a Finite Space Discrete Time Markov Process
- Risk-Sensitive Markov Decision Processes
- THE THEORY OF NON‐NEGATIVE MATRICES IN A DYNAMIC PROGRAMMING PROBLEM
- The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems
- Étude asymptotique des systèmes markoviens à commande
Cited in
(10)- Multiplicative processes reaching stationarity in finite time
- Growth rates and average optimality in risk-sensitive Markov decision chains
- Dynamics of piecewise linear maps and sets of nonnegative matrices
- Generalized eigenvectors and sets of nonnegative matrices
- scientific article; zbMATH DE number 6027069 (Why is no real title available?)
- Local Poisson equations associated with discrete-time Markov control processes
- scientific article; zbMATH DE number 3731783 (Why is no real title available?)
- Asymptotic expansions for dynamic programming recursions with general nonnegative matrices
- An optimality system for finite average Markov decision chains under risk-aversion
- About stability of risk-seeking optimal stopping
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