Markov control processes with pathwise constraints
From MaRDI portal
(Redirected from Publication:992046)
Recommendations
- Deterministic optimal policies for Markov control processes with pathwise constraints
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Constrained Average Cost Markov Control Processes in Borel Spaces
- scientific article; zbMATH DE number 3891132
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
Cites work
- scientific article; zbMATH DE number 3504682 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 1348599 (Why is no real title available?)
- scientific article; zbMATH DE number 1119444 (Why is no real title available?)
- Application of average dynamic programming to inventory systems
- Average cost Markov control processes with weighted norms: existence of canonical policies
- Constrained Average Cost Markov Control Processes in Borel Spaces
- Constrained Discounted Dynamic Programming
- Dynamic principal agent model based on CMDP
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Ergodic Control of Markov Chains with Constraints—the General Case
- Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. II
- Infinite-horizon Markov control processes with undiscounted cost criteria: from average to overtaking optimality
- MIMO Transmission Control in Fading Channels—A Constrained Markov Decision Process Formulation With Monotone Randomized Policies
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Markov chains and invariant probabilities
- Markov chains and stochastic stability
- Markov control processes with pathwise constraints
- Multichain Markov Decision Processes with a Sample Path Constraint: A Decomposition Approach
- On constrained Markov decision processes
- Sample path average optimality of Markov control processes with strictly unbounded cost
- Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
- Stochastic finance. An introduction in discrete time
- The average cost optimality equation: a fixed point approach
Cited in
(18)- Constrained Average Cost Markov Control Processes in Borel Spaces
- Markov Decision Processes with Sample Path Constraints: The Communicating Case
- Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
- Deterministic optimal policies for Markov control processes with pathwise constraints
- Constrained stochastic games with the average payoff criteria
- Asymptotic normality of discrete-time Markov control processes
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Methods to design optimal control of Markov process with finite state set in the presence of constraints
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality
- State information lag markov decision process with control limit rule
- Variance-minimization of Markov control processes with pathwise constraints
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- scientific article; zbMATH DE number 3896814 (Why is no real title available?)
- The Lagrange approach to ergodic control of diffusions with cost constraints
- Markov-Dubins path via optimal control theory
- Markov control processes with pathwise constraints
- scientific article; zbMATH DE number 4203409 (Why is no real title available?)
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
This page was built for publication: Markov control processes with pathwise constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q992046)
