scientific article; zbMATH DE number 3731745
Borel spaces of statesdiscounted returnsfinite-time-horizon modelsgeneral sets of statesHoward improvementinfinite-time-horizon modelsMarkovian decision processesmeasurability of optimal policiesmeasurability of transition functionsmeasurable choice theoremsnondiscounted infinite-time modelsparametric discount factorstochastic dynamic programmingstochastic models of economic growth
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Economic growth models (91B62)
- Stability estimates for controlled Markov chains with a minorant
- Stochastic equilibria on graphs, I
- Optimal strategies for an inventory system with cost functions of general form
- Multiple objective nonatomic Markov decision processes with total reward criteria
- Constrained Markovian decision processes: The dynamic programming approach
- Development control: structural analysis, problems, stability
- Control of \(M|M|1|N\) queue parameters under constraints
- An optimal stopping problem with a reward constraint
- Exit and return of a simple random walk
- Sequential identification and adaptive control in stochastic systems
- Nonatomic total rewards Markov decision processes with multiple criteria
- The controller-and-stopper game for a linear diffusion.
- Dynamic diagnostic and decision procedures under uncertainty
- Existence conditions for extremal probability measures on Polish spaces and some of their properties
- Controllable Markov jump processes. I: Optimum filtering based on complex observations
- Pure and randomized equilibria in the stochastic von Neumann-Gale model
- Über ein Problem von Ito und Mckean über die Massivität einer Menge von Primzahlen
- The structure of the functional of accumulation defined on a trajectory of semi-Markov process with a finite set of states
- Optimal strategies for the multi-task inventory control model
- Assessment and optimal strategies of semi-continuous killed Markov decision processes
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Asymptotics of stationary measure under scaling in stochastic exchange processes
- A note on sequential decomposition in Maekovian decision models
- Control and observation for dynamical queueing networks. I
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
- Optimal stopping rule for the no-information duration problem with random horizon
- Novel solutions of the Helmholtz equation and their application to diffraction
- Methods to design optimal control of Markov process with finite state set in the presence of constraints
- Methods of uniform optimal stochastic control
- Multifractal scaling of products of birth-death processes
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
- On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
- Mathematical modeling of distributed catastrophic and terrorist risks
- Stochastic nonlinear Perron-Frobenius theorem
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3919441)