scientific article; zbMATH DE number 3320878

MaRDI QIDQ5599448zbMATH OpenFDO

Authors K. Hinderer

Publication date 1970

Cited in

(only showing first 100 items - show all)

• Dynamic mean-risk optimization in a binomial model
• On a stopping rule for a class of sequential decision problems
• Stochastic control theory and operational research
• Optimal research and development expenditures under an incremental tax incentive scheme
• Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
• Stationary policies and Markov policies in Borel dynamic programming
• Semicontinuous nonstationary stochastic games
• On -optimal continuous selectors and their application in discounted dynamic programming
• A polynomial time bound for Howard's policy improvement algorithm
• Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
• Fixed point theorems for discounted finite Markov decision processes
• Utility, probabilistic constraints, mean and variance of discounted rewards in Markov decision processes
• Sufficient conditions for optimality of a (z,c^ -,c^ +)-sampling plan in multistage Bayesian acceptance sampling
• A unified approach to adaptive control of average reward Markov decision processes
• Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
• Continuous dependence of stochastic control models on the noise distribution
• Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
• The Bellman's principle of optimality in the discounted dynamic programming
• On compactness of the space of policies in stochastic dynamic programming
• Nonparametric adaptive control of discrete-time partially observable stochastic systems
• Robustness inequality for Markov control processes with unbounded costs
• A pause control approach to the value iteration scheme in average Markov decision processes
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• \(C^3\) modeling with symmetrical rationality
• Markov renewal decision processes with finite horizon
• A remark on the connections between coding and dynamic programming
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• A natural extension of the MacQueen extrapolation
• Some comments on preference order dynamic programming models
• A dual approach to Bayesian inference and adaptive control
• Optimal policies in multiproduct inventory models
• On two-state quality control under Markovian deterioration
• Recent results on conditions for the existence of average optimal stationary policies
• Nonparametric estimation and adaptive control in a class of finite Markov decision chains
• Average cost Markov decision processes: Optimality conditions
• Estimation and control in multichain processes
• Structured policies in the sequential design of experiments
• Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems
• Optimal stationary policies in the vector-valued Markov decision process
• Equivalence of Lyapunov stability criteria in a class of Markov decision processes
• Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state
• Evolution and market behavior
• Markov-Entscheidungs-Prozesse mit abhängigen Aktionen für optimale Reparaturmaßnahmen bei unvollständiger Information. (Markov decision processes with dependent actions for optimal repair policies under incomplete information)
• A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case
• Controlled jump processes
• On dynamic programming: Compactness of the space of policies
• On stopped decision processes with discrete time parameter
• Estimates for finite-stage dynamic programs
• Finite-state, discrete-time optimization with randomly varying observation quality
• Dynamic programming of expectation and variance
• A selection theorem for optimization problems
• Stochastische dynamische Optimierung als Spezialfall linearer Optimierung in halbgeordneten Vektorräumen
• On a representation of measurable automaton transformations by stochastic automata
• Discounted, positive, and noncooperative stochastic games
• Measurable selection theorems for optimization problems
• On some aspects in stochastic dynamic programming with terminal region
• Dynamic programming and principles of optimality
• Conditional decision processes with recursive function
• Bounds for the quality and the number of steps in Bellman's value iteration algorithm
• On Nash equilibrium solutions in nonzero-sum stochastic games with complete information
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• Randomization and simplification in dynamic decision-making.
• Constrained denumerable state non-stationary MDPs with expected total reward criterion
• Optimal strategies for an inventory system with cost functions of general form
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems
• Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading
• Zum Problem des zweiarmigen Bernoulli-Banditen mit einer bekannten Erfolgswahrscheinlichkeit und unendlich vielen Spielen
• Monotonicity and the principle of optimality
• Controlled Markov set-chains under average criteria
• Minimax control for discrete-time time-varying stochastic systems
• Vector-valued Markov decision processes and the systems of linear inequalities
• Value iteration in average cost Markov control processes on Borel spaces
• The transformation method for continuous-time Markov decision processes
• Markov-achievable payoffs for finite-horizon decision models.
• Stability estimation of some Markov controlled processes
• A consumption and investment problem via a Markov decision processes approach with random horizon
• Discrete-time ergodic mean-field games with average reward on compact spaces
• On the expected total reward with unbounded returns for Markov decision processes
• First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
• Stochastic dynamic programming with non-linear discounting
• Minimizing spectral risk measures applied to Markov decision processes
• Recursive adaptive control of Markov decision processes with the average reward criterion
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Learning and self-confirming long-run biases
• Semi-Markov decision processes with variance minimization criterion
• Dynamic CVAR with multi-period risk problems
• Markov control processes with randomized discounted cost
• Dynamic risk measures under model uncertainty
• Credibilistic Markov decision processes: The average case
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• Increasing Lipschitz continuous maximizers of some dynamic programs
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• Density estimation and adaptive control of Markov processes: Average and discounted criteria
• Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• The bellman equation for vector-valued semi-markovian dyanmic programiing
• Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
• Characterizations of optimal policies in a general stopping problem and stability estimating
• Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
• Markov decision processes with iterated coherent risk measures

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