scientific article; zbMATH DE number 3320878

MaRDI QIDQ5599448zbMATH OpenFDO

Authors K. Hinderer

Publication date 1970

Cited in

(only showing first 100 items - show all)

• On continuous dynamic programming with discrete time-parameter
• Markov decision processes with state-dependent discount factors and unbounded rewards/costs
• Monotonicity and the principle of optimality
• Constrained denumerable state non-stationary MDPs with expected total reward criterion
• Estimation and control in discounted stochastic dynamic programming
• Controlled Markov set-chains under average criteria
• 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 dual approach to Bayesian inference and adaptive control
• On a representation of measurable automaton transformations by stochastic automata
• Minimax control for discrete-time time-varying stochastic systems
• A dynamic multi-item two-activity problem
• Stochastische dynamische Optimierung als Spezialfall linearer Optimierung in halbgeordneten Vektorräumen
• First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
• Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
• On some aspects in stochastic dynamic programming with terminal region
• Measurable selection theorems for optimization problems
• A unified approach to adaptive control of average reward Markov decision processes
• Continuous dependence of stochastic control models on the noise distribution
• 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
• A mixed value and policy iteration method for stochastic control with universally measurable policies
• Markov-Nash equilibria in mean-field games with discounted cost
• Stability estimation of some Markov controlled processes
• Optimal research and development expenditures under an incremental tax incentive scheme
• Stochastic scheduling problems I — General strategies
• Continuous-time Markov decision processes with state-dependent discount factors
• Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors
• Dynamic risk measures under model uncertainty
• A fuzzy approach to Markov decision processes with uncertain transition probabilities
• STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS^*
• Markov control processes with randomized discounted cost
• On Markov policies for minimax decision processes
• Vector-valued Markov decision processes and the systems of linear inequalities
• Discounted Cost Markov Decision Processes with a Constraint
• Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
• Bounds for the approximation of dynamic programs
• Kleisli morphisms and randomized congruences for the Giry monad
• On the expected total reward with unbounded returns for Markov decision processes
• Markov renewal decision processes with finite horizon
• Characterizations of optimal policies in a general stopping problem and stability estimating
• Preventive replacement for multi-parts systems
• Conditional decision processes with recursive function
• Some comments on preference order dynamic programming models
• Partially observable Markov decision processes with partially observable random discount factors
• On the optimality of (z, Z)-order-policies in adaptive inventory control
• On an optimal harvesting problem
• A note on the convergence rate of the value iteration scheme in controlled Markov chains
• A pause control approach to the value iteration scheme in average Markov decision processes
• \(C^3\) modeling with symmetrical rationality
• The bellman equation for vector-valued semi-markovian dyanmic programiing
• Q-learning for distributionally robust Markov decision processes
• Estimates of stability of Markov control processes with unbounded costs.
• Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
• Gradient-projection and policy-iteration methods for solving optimization problems in STEOR networks
• scientific article; zbMATH DE number 4031438 (Why is no real title available?)
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• Zero-sum risk-sensitive stochastic games
• scientific article; zbMATH DE number 513084 (Why is no real title available?)
• On the convergence of successive approximations in dynamic programming with non-zero terminal reward
• Markov decision processes under ambiguity
• Robustness inequality for Markov control processes with unbounded costs
• Estimates for finite-stage dynamic programs
• Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
• Learning and self-confirming long-run biases
• Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
• A remark on the connections between coding and dynamic programming
• Approximations of inventory models
• The recursive approach to time inconsistency
• Partially observed discrete-time risk-sensitive mean field games
• Markov control models with unknown random state-action-dependent discount factors
• A class of procedures to compute the optimal value f unction in a Markovian decision problem
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems
• On a Continuously Discounted Vector Valued Markov Decision Process
• On Nash equilibrium solutions in nonzero-sum stochastic games with complete information
• Optimal investment and consumption with stochastic dividends
• A consumption and investment problem via a Markov decision processes approach with random horizon
• A natural extension of the MacQueen extrapolation
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• A stochastic decision model with vector-valued reward
• Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
• Recent results on conditions for the existence of average optimal stationary policies
• Bounds for the regret loss in dynamic programming under adaptive control
• On a problem of optimal search
• Bounds for the quality and the number of steps in Bellman's value iteration algorithm
• Denumerable controlled Markov chains with average reward criterion: Sample path optimality
• Congruences for stochastic automata
• Markov decision processes on Borel spaces with total cost and random horizon
• Zero-sum non-stationary stochastic games with the long-run average criterion
• Multiple-population discrete-time mean field games with discounted and total payoffs: the existence of equilibria
• Optimality of (s. S)—Policies in Statistical Inventory Control
• Optimal strategies for an inventory system with cost functions of general form
• Optimization of STEOR networks via Markov renewal programming
• The transformation method for continuous-time Markov decision processes
• Discounted, positive, and noncooperative stochastic games
• Optimal policies in multiproduct inventory models
• On two-state quality control under Markovian deterioration
• Finite-stage stochastic decision processes with recursive reward structure I: optimality equations and deterministic strategies
• Markov decision processes associated with two threshold probability criteria
• Optimal inventory policies when the demand distribution is not known

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