The following pages link to (Q3862198):
Displayed 50 items.
- Perspectives of approximate dynamic programming (Q333093) (← links)
- Examples concerning Abel and Cesàro limits (Q401107) (← links)
- Towards the optimal control of Markov chains with constraints (Q710696) (← links)
- On maximizing the average time at a goal (Q792886) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- A semimartingale characterization of average optimal stationary policies for Markov decision processes (Q871336) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- An expected average reward criterion (Q1115360) (← links)
- Nonparametric adaptive control of discrete-time partially observable stochastic systems (Q1122548) (← links)
- Finite state Markov decision models with average reward criteria (Q1315409) (← links)
- Weak conditions for average optimality in Markov control processes (Q1324511) (← links)
- A note on the Ross-Taylor theorem (Q1339776) (← links)
- Exercising control when confronted by a (Brownian) spider (Q1694781) (← links)
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies (Q1741212) (← links)
- Vector-valued Markov decision processes and the systems of linear inequalities (Q1890731) (← links)
- Markov-achievable payoffs for finite-horizon decision models. (Q1965904) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- A mean field absorbing control model for interacting objects systems (Q2058572) (← links)
- MDPs with setwise continuous transition probabilities (Q2060367) (← links)
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects (Q2062244) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543) (← links)
- Approximation and mean field control of systems of large populations (Q2080168) (← links)
- An evolutionary finance model with short selling and endogenous asset supply (Q2143907) (← links)
- Geometry of information structures, strategic measures and associated stochastic control topologies (Q2169821) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Constrained discounted Markov decision processes with Borel state spaces (Q2288591) (← links)
- Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps (Q2417095) (← links)
- Strong polynomiality of policy iterations for average-cost MDPs modeling replacement and maintenance problems (Q2450614) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion (Q2504645) (← links)
- On the evaluation of bidding strategies in sequential auctions (Q2670436) (← links)
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes (Q2675991) (← links)
- Strong Uniform Value in Gambling Houses and Partially Observable Markov Decision Processes (Q2818183) (← links)
- Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions (Q2953322) (← links)
- On the reduction of total‐cost and average‐cost MDPs to discounted MDPs (Q3120606) (← links)
- (Q3303464) (← links)
- Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria (Q4644823) (← links)
- Note on discounted continuous-time Markov decision processes with a lower bounding function (Q4684909) (← links)
- Ergodicity Conditions for Controlled Stochastic Nonlinear Systems under Information Constraints: A Volume Growth Approach (Q4965183) (← links)
- Stability Estimation of Transient Markov Decision Processes (Q5038267) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- (Q5096718) (← links)
- Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
- On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
- A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control (Q5130892) (← links)
- Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies (Q5130921) (← links)
- Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities (Q5153597) (← links)
- Estimation of Equilibria in an Advertising Game with Unknown Distribution of the Response to Advertising Efforts (Q5153606) (← links)
- On an Approach to Evaluation of Health Care Programme by Markov Decision Model (Q5153617) (← links)