Sample-Path Optimality and Variance-Minimization of Average Cost Markov Control Processes
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Cited in
(34)- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
- Finite horizon continuous-time Markov decision processes with mean and variance criteria
- Mean-variance optimization of discrete time discounted Markov decision processes
- Variance minimization of parameterized Markov decision processes
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited
- A mean-variance optimization problem for discounted Markov decision processes
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem
- Semi-Markov decision processes with variance minimization criterion
- Bias optimality and strong n (n= -1,0) discount optimality for Markov decision processes
- Optimization of Markov decision processes under the variance criterion
- Sample-path optimality and variance-maximization for Markov decision processes
- Sample path optimality for a Markov optimization problem
- Another set of conditions for Markov decision processes with average sample-path costs
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
- First passage optimality and variance minimisation of Markov decision processes with varying discount factors
- Variance-minimization of Markov control processes with pathwise constraints
- Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces
- scientific article; zbMATH DE number 7232794 (Why is no real title available?)
- Markov Decision Processes with Variance Minimization: A New Condition and Approach
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Sample-path average optimality for Markov control processes
- Sample path average optimality of Markov control processes with strictly unbounded cost
- Asymptotic normality of discrete-time Markov control processes
- Controlled Switching Diffusions Under Ambiguity: The Average Criterion
- A sensitivity-based construction approach to variance minimization of Markov decision processes
- A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs.
- Optimal ergodic control of Markov diffusion processes with minimum variance
- Another Set of Conditions for Strongn(n = −1, 0) Discount Optimality in Markov Decision Processes
- A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
- Team variance optimization of n-player stochastic games with separately controlled chains
- Mean-variance problems for finite horizon semi-Markov decision processes
- Strong n-discount and finite-horizon optimality for continuous-time Markov decision processes
- Markov control processes with pathwise constraints
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