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)

• 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.
• Title not available (Why is that?)
• Title not available (Why is that?)
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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
• Credibilistic Markov decision processes: The average case
• Stochastic control theory and operational research
• Value iteration in average cost Markov control processes on Borel spaces
• Approximation Theorems for Zero-Sum Nonstationary Stochastic Games
• Optimal policies for constrained average-cost Markov decision processes
• Finite-state approximations for denumerable multidimensional state discounted Markov decision processes
• Convergence of probability measures and Markov decision models with incomplete information
• Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion.
• Average cost optimal policies for Markov control processes with Borel state space and unbounded costs
• Nonstationary value-iteration and adaptive control of discounted semi- Markov processes
• A note on negative dynamic programming for risk-sensitive control
• Adaptive control of discounted Markov decision chains
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• On discounted dynamic programming with constraints
• Randomization and simplification in dynamic decision-making.
• A selection theorem for optimization problems
• Semicontinuous nonstationary stochastic games. II
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• A stochastic interpretation of game logic
• Stochastic scheduling problems II-set strategies-
• Arbitrary state semi-Markov decision processes
• Existence of optimal policy for time non-homogeneous discounted Markovian decision programming
• On essential information in sequential decision processes
• An analysis of transient Markov decision processes
• Controlled jump processes
• Approximation of average cost optimal policies for general Markov decision processes with unbounded costs
• The Bellman's principle of optimality in the discounted dynamic programming
• Nonparametric adaptive control of discrete-time partially observable stochastic systems
• Semicontinuous nonstationary stochastic games
• Fixed point theorems for discounted finite Markov decision processes
• Monotonicity and the principle of optimality
• Estimation and control in discounted stochastic dynamic programming
• Markov decision processes with state-dependent discount factors and unbounded rewards/costs
• 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

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