zbMath0503.90061MaRDI QIDQ4739658
Lodewijk C. M. Kallenberg
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bilinear programming and structured stochastic games,
Fixed point theorems for discounted finite Markov decision processes,
Stability Estimation of Transient Markov Decision Processes,
Constrained discounted stochastic games,
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems,
Asymptotic properties of constrained Markov Decision Processes,
Constrained Continuous-Time Markov Control Processes with Discounted Criteria,
Vector-valued Markov decision processes and the systems of linear inequalities,
Quadratic programming and the single-controller stochastic game,
On the complexity of partially observed Markov decision processes,
Two-person zero-sum stochastic games,
On some algorithms for limiting average Markov decision processes,
Utilisation de la programmation dynamique dans la modélisation de la pêcherie de la sardine au Maroc,
Locating flow-intercepting facilities: New approaches and results,
Finite state dynamic programming with the total reward criterion,
Communicating MDPs: Equivalence and LP properties,
On using discrete random models within decision support systems,
Symmetric approximate linear programming for factored MDPs with application to constrained problems,
Constrained Semi-Markov decision processes with average rewards,
On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs,
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory,
Linear programming formulation of MDPs in countable state space: The multichain case,
Derman's book as inspiration: some results on LP for MDPs,
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times,
Exact decomposition approaches for Markov decision processes: a survey,
Nonlinear programming and stationary strategies in stochastic games,
Regular Policies in Abstract Dynamic Programming,
An anytime algorithm for constrained stochastic shortest path problems with deterministic policies,
A dynamic analytic method for risk-aware controlled martingale problems,
Approximate solutions to constrained risk-sensitive Markov decision processes,
Optimal deterministic controller synthesis from steady-state distributions,
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State,
Finding the \(K\) best policies in a finite-horizon Markov decision process,
A decomposition algorithm for limiting average Markov decision problems.,
Hamiltonian Cycles and Subsets of Discounted Occupational Measures,
Partitioning multi-edge graphs,
An exact iterative search algorithm for constrained Markov decision processes,
Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems,
Adaptive control of constrained Markov chains: Criteria and policies,
Singulary perturbed Markov control problem: Limiting average cost,
Sensitivity of constrained Markov decision processes,
Semi-Infinite Weighted Markov Decision Processes,
Separable Markovian decision problems. The linear programming method in the multichain case,
Markov decision processes,
Computational approaches to variance-penalised Markov decision processes,
Dynamic multi-appointment patient scheduling for radiation therapy,
Extreme point characterization of constrained nonstationary infinite-horizon Markov decision processes with finite state space,
Singularly perturbed linear programs and Markov decision processes,
Constrained discounted Markov decision processes with Borel state spaces,
A superharmonic approach to solving infinite horizon partially observable Markov decision problems,
Weighted discounted Markov decision processes with perturbation,
A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty,
Infinite horizon Markov decision processes with unknown or variable discount factors,
Mean, variance and probabilistic criteria in finite Markov decision processes: A review,
Constrained denumerable state non-stationary MDPs with expected total reward criterion,
Multiple objective nonatomic Markov decision processes with total reward criteria,
Resource-constrained management of heterogeneous assets with stochastic deterioration,
On constrained Markov decision processes,
Constrained Discounted Markov Decision Chains,
On the reduction of total‐cost and average‐cost MDPs to discounted MDPs,
Percentiles and Markovian decision processes,
Sensitivity analysis in discounted Markovian decision problems,
A Convex Analytic Approach to Risk-Aware Markov Decision Processes,
Mean-variance criteria in an undiscounted Markov decision process,
On stationary equilibria of a single-controller stochastic game,
Optimal policies for controlled Markov chains with a constraint,
Revised simplex algorithm for finite Markov decision processes