scientific article; zbMATH DE number 1786123
From MaRDI portal
Publication:4547443
Recommendations
- A convex analytic approach to Markov decision processes
- The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
- Convexity in stochastic control
- Multiobjective stopping problem for discrete-time Markov processes: convex analytic approach
Cited in
(34)- A convex analytic approach to Markov decision processes
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies
- Whittle indexability in egalitarian processor sharing systems
- An actor-critic algorithm for constrained Markov decision processes
- Rationally inattentive control of Markov processes
- The expected total cost criterion for Markov decision processes under constraints
- Using Convex Switching Techniques for Partially Observable Decision Processes
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
- The expected total cost criterion for Markov decision processes under constraints: a convex analytic approach
- Extreme-point solutions in Markov decision processes
- Opportunistic Transmission over Randomly Varying Channels
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
- Maximizing the set of recurrent states of an MDP subject to convex constraints
- Sufficiency of deterministic policies for atomless discounted and uniformly absorbing MDPs with multiple criteria
- On some dual model of finite Markov decision processes with convex sets of admissible actions
- On a Markov Decision Process problem involving the Maximum of the Difference between two functions: Technical Note
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
- Robustness to incorrect priors and controlled filter stability in partially observed stochastic control
- A universal dynamic program and refined existence results for decentralized stochastic control
- A convex programming approach for discrete-time Markov decision processes under the expected total reward criterion
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- Constrained Markov decision processes with expected total reward criteria
- A convex analytic approach to risk-aware Markov decision processes
- A variational formula for risk-sensitive reward
- Kullback–Leibler-Quadratic Optimal Control
- A dynamic analytic method for risk-aware controlled martingale problems
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
- Absorbing Markov decision processes
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces
- Stochastic approximation in non-Markovian environments
- An optimal sequence for sub-Markov decision processes with risk sensitivity
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
- Near optimality of quantized policies in stochastic control under weak continuity conditions
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 Q4547443)