scientific article; zbMATH DE number 837313
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Publication:4863593
zbMATH Open0840.93001MaRDI QIDQ4863593FDOQ4863593
Authors: Onésimo Hernández-Lerma, Jean B. Lasserre 
Publication date: 23 January 1996
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dynamic programmingdiscounted costaverage costoptimal policiesdiscrete-time Markov control processes
Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
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- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
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- Optimal mixing of Markov decision rules for MDP control
- Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control
- Optimal strategies for a fishery model applied to utility functions
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs
- Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes
- Markov decision processes with quasi-hyperbolic discounting
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- Constrained continuous-time Markov decision processes on the finite horizon
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria
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- The risk probability criterion for discounted continuous-time Markov decision processes
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
- Bellman equations for scalar linear convex stochastic control problems
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- Computing Controlled Invariant Sets from Data Using Convex Optimization
- Average optimality for Markov decision processes in borel spaces: a new condition and approach
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- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
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- Short Communication: Existence of Markov Equilibrium Control in Discrete Time
- Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games
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