Pages that link to "Item:Q1044212"
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The following pages link to Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains (Q1044212):
Displaying 12 items.
- Variance minimization for continuous-time Markov decision processes: two approaches (Q716529) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
- First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors (Q2949847) (← links)
- Variance-minimization of Markov control processes with pathwise constraints (Q3145054) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces (Q3516414) (← links)
- Asymptotic Normality of Discrete-Time Markov Control Processes (Q4933199) (← links)
- Optimal ergodic control of Markov diffusion processes with minimum variance (Q5410815) (← links)
