scientific article; zbMATH DE number 1786127
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Publication:4547447
Cited in
(12)- scientific article; zbMATH DE number 7232794 (Why is no real title available?)
- scientific article; zbMATH DE number 7559495 (Why is no real title available?)
- On the Complexity of Value Iteration
- Büchi objectives in countable MDPs
- On utility maximization in discrete-time financial market models
- Strategy Complexity of Point Payoff, Mean Payoff and Total Payoff Objectives in Countable MDPs
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
- Markov decision processes under model uncertainty
- How to play in infinite MDPs (invited talk)
- Finite-memory strategies for almost-sure energy-meanpayoff objectives in MDPs
- Strategy complexity of limsup and liminf threshold objectives in countable MDPs, with applications to optimal expected payoffs
- No good Markov strategies for Büchi objectives in countable MDPs
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