The following pages link to (Q3999474):
Displaying 50 items.
- Optimization problems in chemical reactions using continuous-time Markov chains (Q298083) (← links)
- Cumulative weighting optimization (Q300756) (← links)
- Continuous-time Markov chains and applications. A two-time-scale approach (Q424648) (← links)
- Quantitative model-checking of controlled discrete-time Markov processes (Q515573) (← links)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558) (← links)
- Martingale limit theorem and its application to an ergodic controlled Markov chain (Q673175) (← links)
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems (Q831480) (← links)
- Compactness of the space of non-randomized policies in countable-state sequential decision processes (Q966432) (← links)
- Distributed computation of fixed points of \(\infty\)-nonexpansive maps (Q1126318) (← links)
- On strong average optimality of Markov decision processes with unbounded costs (Q1197886) (← links)
- Correction to: Ergodic and adaptive control of nearest-neighbor motions (Q1198565) (← links)
- Ergodic control of partially observed Markov chains (Q1274252) (← links)
- Sample complexity for Markov chain self-tuner (Q1583211) (← links)
- Constrained Markovian decision processes: The dynamic programming approach (Q1593712) (← links)
- Reinforcement learning, sequential Monte Carlo and the EM algorithm (Q1615400) (← links)
- Approachability in Stackelberg stochastic games with vector costs (Q1707454) (← links)
- Blackwell optimality in Markov decision processes with partial observation. (Q1848970) (← links)
- Multiplicative ergodicity and large deviations for an irreducible Markov chain. (Q1879486) (← links)
- Whittle indexability in egalitarian processor sharing systems (Q2095212) (← links)
- Whittle index based Q-learning for restless bandits with average reward (Q2116660) (← links)
- Exact finite approximations of average-cost countable Markov decision processes (Q2440756) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Markov control processes with randomized discounted cost (Q2466780) (← links)
- A further remark on dynamic programming for partially observed Markov processes (Q2485767) (← links)
- Discounted Markov decision processes with utility constraints (Q2494787) (← links)
- Another set of conditions for Markov decision processes with average sample-path costs (Q2506454) (← links)
- Stopped decision processes in conjunction with general utility (Q2766113) (← links)
- The Expected Total Cost Criterion for Markov Decision Processes under Constraints (Q2856038) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- On the Hamiltonicity Gap and doubly stochastic matrices (Q3055760) (← links)
- Markov Decision Processes with Variance Minimization: A New Condition and Approach (Q3446961) (← links)
- Time-average optimal constrained semi-Markov decision processes (Q3738958) (← links)
- On the General Utility of Discounted Markov Decision Processes (Q4212711) (← links)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria (Q4296292) (← links)
- Constrained Semi-Markov decision processes with average rewards (Q4300602) (← links)
- The LP approach in average reward MDPs with multiple cost constraints: The countable state case (Q4354089) (← links)
- Strategic measures in optimal control problems for stochastic sequences (Q4518327) (← links)
- Denumerable controlled Markov chains with average reward criterion: Sample path optimality (Q4698121) (← links)
- Average Reward Markov Decision Processes with Multiple Cost Constraints (Q4718597) (← links)
- The Linear Program approach in multi-chain Markov Decision Processes revisited (Q4861875) (← links)
- Occupation measures in average cost Markov decision processes (Q4943243) (← links)
- Controlled Sensing for Sequential Multihypothesis Testing with Controlled Markovian Observations and Non-Uniform Control Cost (Q4981999) (← links)
- “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Q5012197) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Another Set of Conditions for Strong<i>n</i>(<i>n</i> = −1, 0) Discount Optimality in Markov Decision Processes (Q5697670) (← links)
- Empirical Q-Value Iteration (Q5856670) (← links)
- Concentration of Contractive Stochastic Approximation and Reinforcement Learning (Q5870773) (← links)
