The following pages link to (Q4255598):
Displayed 50 items.
- Ergodicity conditions for zero-sum games (Q255787) (← links)
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- Discount-sensitive equilibria in zero-sum stochastic differential games (Q261232) (← links)
- Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs (Q287649) (← links)
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- A two-state partially observable Markov decision process with three actions (Q323443) (← links)
- A perturbation approach to a class of discounted approximate value iteration algorithms with Borel spaces (Q330284) (← links)
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results (Q333089) (← links)
- Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side (Q351790) (← links)
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
- Constrained Markov decision processes with first passage criteria (Q363565) (← links)
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766) (← links)
- First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
- Robust Markov control processes (Q401072) (← links)
- Markov decision processes with state-dependent discount factors and unbounded rewards/costs (Q408405) (← links)
- New average optimality conditions for semi-Markov decision processes in Borel spaces (Q438786) (← links)
- Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
- On variable discounting in dynamic programming: applications to resource extraction and other economic models (Q475309) (← links)
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428) (← links)
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
- Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors (Q513821) (← links)
- Quantitative model-checking of controlled discrete-time Markov processes (Q515573) (← links)
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion (Q517921) (← links)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces (Q547403) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases (Q553376) (← links)
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558) (← links)
- Discounted dynamic programming with unbounded returns: application to economic models (Q633647) (← links)
- Total reward criteria for unconstrained/constrained continuous-time Markov decision processes (Q646733) (← links)
- Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
- Approximation of Markov decision processes with general state space (Q663675) (← links)
- Attack allocation on remote state estimation in multi-systems: structural results and asymptotic solution (Q680517) (← links)
- Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
- Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
- Variance minimization for continuous-time Markov decision processes: two approaches (Q716529) (← links)
- Nonzero-sum stochastic games with probability criteria (Q778094) (← links)
- On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727) (← 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)
- Zero-sum stochastic games with average payoffs: new optimality conditions (Q839747) (← links)
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates (Q850717) (← links)
- Remarks on sensitive equilibria in stochastic games with additive reward and transition structure (Q857831) (← links)
- Optimality in Feller semi-Markov control processes (Q867940) (← links)
- Approximation of noncooperative semi-Markov games (Q868575) (← links)
- A semimartingale characterization of average optimal stationary policies for Markov decision processes (Q871336) (← links)
- Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)