scientific article; zbMATH DE number 3320878

zbMATH Open0202.18401MaRDI QIDQ5599448FDOQ5599448

Authors: K. Hinderer

Publication date: 1970

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Cited In (only showing first 100 items - show all)

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
Continuous dependence of stochastic control models on the noise distribution
Bounds for the approximation of dynamic programs
Preventive replacement for multi-parts systems
Some comments on preference order dynamic programming models
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
On the convergence of successive approximations in dynamic programming with non-zero terminal reward
Robustness inequality for Markov control processes with unbounded costs
Estimates for finite-stage dynamic programs
Approximations of inventory models
A remark on the connections between coding and dynamic programming
On a Continuously Discounted Vector Valued Markov Decision Process
Markov control models with unknown random state-action-dependent discount factors
Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
Bounds for the regret loss in dynamic programming under adaptive control
A natural extension of the MacQueen extrapolation
Discounted, positive, and noncooperative stochastic games
Optimal policies in multiproduct inventory models
On two-state quality control under Markovian deterioration
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 control of partially observable piecewise deterministic Markov processes
On stopped decision processes with discrete time parameter
Dynamic mean-risk optimization in a binomial model
Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems
Title not available (Why is that?)
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
Solution to the optimality equation in a class of Markov decision chains with the average cost criterion
Dynamic programming and principles of optimality
On a stopping rule for a class of sequential decision problems
Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case
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)
Stationary policies and Markov policies in Borel dynamic programming
On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming
Optimal stationary policies in the vector-valued Markov decision process
Zum Problem des zweiarmigen Bernoulli-Banditen mit einer bekannten Erfolgswahrscheinlichkeit und unendlich vielen Spielen
Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
On continuous dynamic programming with discrete time-parameter
A polynomial time bound for Howard's policy improvement algorithm
Finite-state, discrete-time optimization with randomly varying observation quality
Dynamic programming of expectation and variance
Density estimation and adaptive control of Markov processes: Average and discounted criteria
Constrained denumerable state non-stationary MDPs with expected total reward criterion
A dual approach to Bayesian inference and adaptive control
Minimax control for discrete-time time-varying stochastic systems
A dynamic multi-item two-activity problem
Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains
Measurable selection theorems for optimization problems
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
Markov-Nash equilibria in mean-field games with discounted cost
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
Dynamic risk measures under model uncertainty
On Markov policies for minimax decision processes
Markov control processes with randomized discounted cost
A fuzzy approach to Markov decision processes with uncertain transition probabilities
Discounted Cost Markov Decision Processes with a Constraint
Partially observable total-cost Markov decision processes with weakly continuous transition probabilities
Kleisli morphisms and randomized congruences for the Giry monad
Characterizations of optimal policies in a general stopping problem and stability estimating
Markov renewal decision processes with finite horizon
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.
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Zero-sum risk-sensitive stochastic games
Markov decision processes under ambiguity
Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes
The recursive approach to time inconsistency
Optimal investment and consumption with stochastic dividends
Risk measurement and risk-averse control of partially observable discrete-time Markov systems
On Nash equilibrium solutions in nonzero-sum stochastic games with complete information
Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
Denumerable controlled Markov chains with average reward criterion: Sample path optimality
Recent results on conditions for the existence of average optimal stationary policies
Markov decision processes on Borel spaces with total cost and random horizon
Markov decision processes associated with two threshold probability criteria
Optimal inventory policies when the demand distribution is not known
The transformation method for continuous-time Markov decision processes
Optimal strategies for an inventory system with cost functions of general form
Markov decision processes with iterated coherent risk measures
A mathematical framework for learning and adaption: (Generalized) random systems with complete connections
Optimal replacement under additive damage in randomly varying environments
On variable discounting in dynamic programming: applications to resource extraction and other economic models
On compactness of the space of policies in stochastic dynamic programming
Evolution and market behavior
On dynamic programming: Compactness of the space of policies
Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes
Stochastic dynamic programming with non-linear discounting

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