Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
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Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
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Cites work
- scientific article; zbMATH DE number 1233798 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 949662 (Why is no real title available?)
- A note on bias optimality in controlled queueing systems
- A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Average optimality for continuous-time Markov decision processes with a policy iteration approach
- Average optimality inequality for continuous-time Markov decision processes in Polish spaces
- Bias Optimality for Continuous-Time Controlled Markov Chains
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs
- Blackwell Optimality for Controlled Diffusion Processes
- Computable exponential convergence rates for stochastically ordered Markov processes
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Discrete Dynamic Programming with Sensitive Discount Optimality Criteria
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Sensitive discount optimality in controlled one-dimensional diffusions
- Strong 0-discount optimal policies in a Markov decision process with a Borel state space
- The Laurent series, sensitive discount and Blackwell optimality for continuous-time controlled Markov chains
- The relations among potentials, perturbation analysis, and Markov decision processes
Cited in
(13)- On a set of optimal policies in continuous time Markovian decision problem
- Bias optimality for multichain continuous-time Markov decision processes
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- A new strong optimality criterion for nonstationary Markov decision processes
- Strong n(n=-1,0)-discount optimality for continuous-time jump Markov decision processes
- Stationary almost Markov -equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
- Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
- Robust Optimality for Discounted Infinite-Horizon Markov Decision Processes With Uncertain Transition Matrices
- The existence of optimal control for continuous-time Markov decision processes in random environments
- Asymptotic optimality of quantized stationary policies in continuous-time Markov decision processes with Polish spaces
- On -optimal continuous selectors and their application in discounted dynamic programming
- Existence of optimal policy for time non-homogeneous discounted Markovian decision programming
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