The following pages link to (Q4771778):
Displaying 10 items.
- A counterexample on sample-path optimality in stable Markov decision chains with the average reward criterion (Q481787) (← links)
- Connectedness conditions used in finite state Markov decision processes (Q599002) (← links)
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- On maximizing the average time at a goal (Q792886) (← links)
- On essential information in sequential decision processes (Q811975) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
- <html> Nash &epsilon;-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html> (Q5227205) (← links)
