Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Sufficient statistics and fields (62B05) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Statistical decision theory (62Cxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited in
(only showing first 100 items - show all)- Periodic linear-quadratic methods for modeling seasonality
- Minimum Transmission Energy Trajectories for a Linear Pursuit Problem
- scientific article; zbMATH DE number 863519 (Why is no real title available?)
- Dynamic programming for mean-field type control
- Bisimulations of probabilistic Boolean networks
- Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
- Value of information for a leader-follower partially observed Markov game
- scientific article; zbMATH DE number 3924501 (Why is no real title available?)
- scientific article; zbMATH DE number 4061056 (Why is no real title available?)
- Optimal sequential multiclass diagnosis
- Probabilistic models for optimizing patients survival rates
- Integration, participation and optimal control in water resources planning and management
- Some thoughts on rational expectations models, and alternate formulations
- Collaboration in tool development and capacity investments in high technology manufacturing networks
- scientific article; zbMATH DE number 4068584 (Why is no real title available?)
- Reward revision and the average reward Markov decision process
- A computational model of banks' optimal reserve management policy.
- Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
- Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation
- On discrete-time Riccati-like matrix difference equations with random coefficients
- Distributed asynchronous computation of fixed points
- Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials
- scientific article; zbMATH DE number 3906232 (Why is no real title available?)
- New dynamic programming models of fisheries management
- Fuzzy interval optimal control problem
- Control policy for a manufacturing system with random yield and rework
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
- Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem
- Cooperative equilibria in discounted stochastic sequential games
- Optimal control of probabilistic Boolean control networks: A scalable infinite horizon approach
- Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation
- Production to order and off-line inspection when the production process is partially observable
- New structural properties of (\(s,S\)) policies for inventory models with lost sales
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- Stochastic programs without duality gaps
- Theoretical tools for understanding and aiding dynamic decision making
- scientific article; zbMATH DE number 3889838 (Why is no real title available?)
- The effect of anthropogenic and environmental factors in coupled human-natural systems: evidence from Lake Zürich
- scientific article; zbMATH DE number 194986 (Why is no real title available?)
- Optimal admission pricing and service rate control of anM[x]/M/s queue with reneging
- Concepts and methods for discrete and continuous time control under uncertainty
- Stochastic Dynamic Programming and Control of Markov Processes
- On Markov policies for minimax decision processes
- Fuzzy dynamic programming: Main developments and applications
- On the multistage Bayes classifier
- Choosing regulatory options when environmental costs are uncertain
- scientific article; zbMATH DE number 764404 (Why is no real title available?)
- Information, persistence, and real business cycles
- Markov: A methodology for the solution of infinite time horizon markov decision processes
- The principle and models of dynamic programming
- Integrated capacity and inventory management with capacity acquisition lead times
- Expectation dependence of random variables, with an application in portfolio theory
- scientific article; zbMATH DE number 1389660 (Why is no real title available?)
- Optimal strategies for a fishery model applied to utility functions
- Optimal admission pricing policies for M/Ek/1 queues
- A lattice-theoretic approach to a class of dynamic games
- A class of risk-sensitive noncooperative games
- On the best choice problem with random population size
- Solution of the dynamic programming equation for a trading problem∗
- Stockpiling under price uncertainty and storage capacity constraints
- scientific article; zbMATH DE number 3414218 (Why is no real title available?)
- Monotone optimal preventive maintenance policies for stochastically failing equipment
- Infinite-horizon minimax control with pointwise cost functional
- A simple suboptimal algorithm for system maintance under partial observability
- Invariant imbedding and parallelism in dynamic programming for feedback control
- A two-stage dual suboptimal controller for stochastic systems using approximate moments
- Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval
- Stationary optimal control of a stochastic system with stable environmental interferences
- Switching and sequencing available therapies so as to maximize a patient's expected total lifetime
- Retirement saving with contribution payments and labor income as a benchmark for investments
- Optimizing execution cost using stochastic control
- Games against nature
- Connections between stochastic control and dynamic games
- Comparison of adaptive controllers
- Rollout approach to sensor scheduling for remote state estimation under integrity attack
- Control of a production system with variable yield and random demand
- Theoretical developments in discrete-time control
- The value-function of an infinite-horizon linear-quadratic problem
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Explicit results for a class of asset-selling problems
- Dynamic Programming and Systems of Uncertain Duration
- An empirical study of policy convergence in Markov decision process value iteration
- A two-state partially observable Markov decision process with three actions
- The dynamic value of conjunctive storage of water
- A note on optimal switching between two activities
- On dynamic programming for sequential decision problems under a general form of uncertainty
- A new adaptive LQG control algorithm
- State observation accuracy and finite-memory policy performance
- Application of input-signal design in system identification for adaptive control
- Constant feedback stabilization of discrete-time systems with random-coefficients†
- Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
- Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data
- Generalized predictive control. I: The basic algorithm
- Existence of optimal stationary policies in deterministic optimal control
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
- scientific article; zbMATH DE number 7733457 (Why is no real title available?)
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