Pages that link to "Item:Q1093563"
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The following pages link to A convex analytic approach to Markov decision processes (Q1093563):
Displaying 34 items.
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
- Markov decision processes with state-dependent discount factors and unbounded rewards/costs (Q408405) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- Markov decision processes with multiple costs (Q918876) (← links)
- Adaptive control of constrained Markov chains: Criteria and policies (Q1174698) (← links)
- Ergodic and adaptive control of nearest-neighbor motions (Q1176541) (← links)
- Sensitivity of constrained Markov decision processes (Q1176864) (← links)
- Denumerable state stochastic games with limiting average payoff (Q1321315) (← links)
- Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures (Q1327188) (← links)
- Analysis of averages over distributions of Markov processes (Q1716623) (← links)
- The Kumar-Becker-Lin scheme revisited (Q1824599) (← links)
- Vector-valued Markov decision processes and the systems of linear inequalities (Q1890731) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- Constrained discounted stochastic games (Q2128611) (← links)
- Constrained discounted Markov decision processes with Borel state spaces (Q2288591) (← links)
- First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
- Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
- Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647) (← links)
- Rationally Inattentive Control of Markov Processes (Q2802080) (← links)
- Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes (Q2818183) (← links)
- Linear programming formulation of MDPs in countable state space: The multichain case (Q4304583) (← links)
- The Linear Program approach in multi-chain Markov Decision Processes revisited (Q4861875) (← links)
- History-dependent Evaluations in Partially Observable Markov Decision Process (Q4990323) (← links)
- On Linear Programming for Constrained and Unconstrained Average-Cost Markov Decision Processes with Countable Action Spaces and Strictly Unbounded Costs (Q5085149) (← links)
- A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion (Q5130923) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- Constrained Markov Decision Processes with Expected Total Reward Criteria (Q5233130) (← links)
- A Convex Analytic Approach to Risk-Aware Markov Decision Processes (Q5258943) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Stochastic control for organ donations: a review (Q6160843) (← links)
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State (Q6180250) (← links)
- Minimax weight learning for absorbing MDPs (Q6581344) (← links)
