The following pages link to (Q4547443):
Displaying 27 items.
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
- Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times (Q378766) (← links)
- Maximizing the set of recurrent states of an MDP subject to convex constraints (Q462403) (← links)
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (Q482730) (← 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)
- Near optimality of quantized policies in stochastic control under weak continuity conditions (Q892326) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- Whittle indexability in egalitarian processor sharing systems (Q2095212) (← links)
- An actor-critic algorithm for constrained Markov decision processes (Q2504518) (← links)
- Rationally Inattentive Control of Markov Processes (Q2802080) (← links)
- The Expected Total Cost Criterion for Markov Decision Processes under Constraints (Q2856038) (← links)
- The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach (Q3167338) (← links)
- Opportunistic Transmission over Randomly Varying Channels (Q3616977) (← links)
- Ordinary Differential Equation Methods for Markov Decision Processes and Application to Kullback--Leibler Control Cost (Q4602532) (← links)
- Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria (Q4644823) (← links)
- Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control (Q5071031) (← links)
- A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control (Q5130892) (← links)
- A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion (Q5130923) (← links)
- Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← 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 Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Kullback–Leibler-Quadratic Optimal Control (Q6069419) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State (Q6180250) (← links)
- Absorbing Markov decision processes (Q6203440) (← links)
- Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces (Q6639538) (← links)
