scientific article; zbMATH DE number 1119444
From MaRDI portal
Publication:4377607
Recommendations
Cited in
(66)- Neighbourhood search for constructing Pareto sets
- The Lagrange approach to infinite linear programs
- Controlled linear system with delayed relay output under impulse random disturbances.
- Multiple objective nonatomic Markov decision processes with total reward criteria
- Constrained Markovian decision processes: The dynamic programming approach
- Nonatomic total rewards Markov decision processes with multiple criteria
- The transformation method for continuous-time Markov decision processes
- Linear programming approach to optimal impulse control problems with functional constraints
- Existence conditions for extremal probability measures on Polish spaces and some of their properties
- Constrained discounted stochastic games
- On risk-sensitive piecewise deterministic Markov decision processes
- Stochastic optimal control of risk processes with Lipschitz payoff functions
- Constrained discounted Markov decision processes with Borel state spaces
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- First passage Markov decision processes with constraints and varying discount factors
- Constrained continuous-time Markov decision processes on the finite horizon
- Bernoulli substitution in the Ramsey model: optimal trajectories under control constraints
- Markov control processes with randomized discounted cost
- Constrained continuous-time Markov decision processes with average criteria
- An actor-critic algorithm for constrained Markov decision processes
- Aggregated occupation measures and linear programming approach to constrained impulse control problems
- On approximate and weak correlated equilibria in constrained discounted stochastic games
- Absorbing continuous-time Markov decision processes with total cost criteria
- The expected total cost criterion for Markov decision processes under constraints
- Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
- The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
- scientific article; zbMATH DE number 5951032 (Why is no real title available?)
- Randomized and relaxed strategies in continuous-time Markov decision processes
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Optimal control criteria in truncated sequential analysis problems
- Markov decision processes with state-dependent discount factors and unbounded rewards/costs
- scientific article; zbMATH DE number 409637 (Why is no real title available?)
- Optimal control of stochastic sequences with constraints
- Strategic measures in optimal control problems for stochastic sequences
- Realizable strategies in continuous-time Markov decision processes
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Constrained Continuous-Time Markov Control Processes with Discounted Criteria
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
- On gradual-impulse control of continuous-time Markov decision processes with exponential utility
- Optimal control problem regularization for the Markov process with finite number of states and constraints
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
- Controlled random walk: conjecture and counter-example
- Constrained Markov decision processes with expected total reward criteria
- Nowak's Theorem on Probability Measures Induced by Strategies Revisited
- A convex analytic approach to risk-aware Markov decision processes
- Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems
- Continuous-time Markov decision processes with exponential utility
- 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
- Absorbing Markov decision processes
- Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Further remarks on absorbing Markov decision processes
- On a verification theorem for optimality of strategies in Markov decision processes with total cost
- Towards the optimal control of Markov chains with constraints
- Yet another distributional Bellman equation
- Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs
- Nonzero-sum constrained discrete-time stochastic games with uncountable state spaces
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
- Markov control models with unknown random state-action-dependent discount factors
- Compactness of the space of non-randomized policies in countable-state sequential decision processes
- Markov control processes with pathwise constraints
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 Q4377607)
