On Dynamic Programming with Unbounded Rewards
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Publication:4068423
Cited in
(38)- Estimation and control in discounted stochastic dynamic programming
- Existence and uniqueness theorems for the optimal inventory equation: The back-logging case
- Technological expectations and adoption of improved technology
- Discrete type shock semi-markov decision processes with borel state space
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Mixed Markov decision processes in a semi-Markov environment with discounted criterion
- Control of economic systems under the process of data improvement
- Continuous time shock markov decision processes with discounted criterion
- The optimal frequency of information purchases
- scientific article; zbMATH DE number 179178 (Why is no real title available?)
- Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters
- Robustness inequality for Markov control processes with unbounded costs
- Markov decision processes and strongly excessive functions
- On theory and algorithms for Markov decision problems with the total reward criterion
- Finite-state approximations for denumerable state discounted Markov decision processes
- Action-dependent stopping times and Markov decision process with unbounded rewards
- Markov programming by successive approximations with respect to weighted supremum norms
- A verification theorem for threshold-indexability of real-state discounted restless bandits
- Recursive utility and the Ramsey problem
- Time-average and asymptotically optimal flow control policies in networks with multiple transmitters
- Condition-based maintenance policies under imperfect maintenance at scheduled and unscheduled opportunities
- Myopia and \(R\& D\)/production complementarities
- Optimal adaptive control of priority assignment in queueing systems
- Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
- Controlled semi-Markov models - the discounted case
- Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
- Finite state approximations for denumerable state infinite horizon discounted Markov decision processes with unbounded rewards
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- A Contraction Theorem in Inventory Problems
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Strong bounds on perturbations
- Controlled semi-Markov models under long-run average rewards
- Optimal QoS control of interacting service stations
- Arbitrary state semi-Markov decision processes
- Semi-Markov decision processes with a reachable state-subset
- Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
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