The following pages link to (Q4863593):
Displaying 50 items.
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures (Q302091) (← links)
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach (Q315779) (← 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)
- 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)
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
- An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
- Semi-Markov control models with partially known holding times distribution: discounted and average criteria (Q538382) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- Maximizing the probability of attaining a target prior to extinction (Q547917) (← links)
- Dynamic admission and service rate control of a queue (Q600905) (← links)
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558) (← links)
- Min-max and robust polynomial optimization (Q652661) (← links)
- Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
- Upper and lower values in zero-sum stochastic games with asymmetric information (Q823849) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion (Q1021247) (← links)
- Application of average dynamic programming to inventory systems (Q1298770) (← links)
- The Lagrange approach to infinite linear programs (Q1348714) (← links)
- The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480) (← links)
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies (Q1741212) (← links)
- Stackelberg equilibrium in a dynamic stimulation model with complete information (Q1796245) (← links)
- A version of the Euler equation in discounted Markov decision processes (Q1952742) (← links)
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion (Q1959683) (← links)
- Optimal strategies for a fishery model applied to utility functions (Q1980094) (← links)
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs (Q2020606) (← links)
- Convex computation of extremal invariant measures of nonlinear dynamical systems and Markov processes (Q2022606) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- Zero-sum semi-Markov games with state-action-dependent discount factors (Q2106412) (← links)
- The role of information in system stability with partially observable servers (Q2218828) (← links)
- Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Local Poisson equations associated with discrete-time Markov control processes (Q2401506) (← links)
- Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps (Q2417095) (← links)
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs (Q2431043) (← links)
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities (Q2667624) (← links)
- Two-person zero-sum stochastic games with varying discount factors (Q2671157) (← links)
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (Q2786427) (← links)
- Rationally Inattentive Control of Markov Processes (Q2802080) (← links)
- Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes (Q2810984) (← links)
- Computing Near-Optimal Policies in Generalized Joint Replenishment (Q2815435) (← links)
- (Q2868780) (← links)
- (Q2892535) (← links)
- (Q2907896) (← links)
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach (Q2931072) (← links)
- Stationary policies for lower bounds on the minimum average cost of discrete-time nonlinear control systems (Q2935243) (← links)
- Performance bounds and suboptimal policies for linear stochastic control via LMIs (Q3098498) (← links)
