scientific article; zbMATH DE number 1786123

From MaRDI portal
Publication:4547443

zbMath1003.90048MaRDI QIDQ4547443

Vivek S. Borkar

Publication date: 21 August 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (26)

LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systemsThe Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic ApproachConditions for the solvability of the linear programming formulation for constrained discounted Markov decision processesRobustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic ControlVariance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping timesNear optimality of quantized policies in stochastic control under weak continuity conditionsKullback–Leibler-Quadratic Optimal ControlA dynamic analytic method for risk-aware controlled martingale problemsExtreme Occupation Measures in Markov Decision Processes with an Absorbing StateOrdinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control CostAbsorbing Markov decision processesA Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic ControlA Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward CriterionMaximizing the set of recurrent states of an MDP subject to convex constraintsA linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processesSufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple CriteriaA Variational Formula for Risk-Sensitive RewardAn actor-critic algorithm for constrained Markov decision processesRationally Inattentive Control of Markov ProcessesOpportunistic Transmission over Randomly Varying ChannelsFatou's Lemma for Weakly Converging Measures under the Uniform Integrability ConditionConstrained Markov Decision Processes with Expected Total Reward CriteriaOn structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policiesThe Expected Total Cost Criterion for Markov Decision Processes under ConstraintsWhittle indexability in egalitarian processor sharing systemsA Convex Analytic Approach to Risk-Aware Markov Decision Processes




This page was built for publication: