Pages that link to "Item:Q5202616"

The following pages link to Error bounds for rolling horizon policies in discrete-time Markov control processes (Q5202616):

Displaying 32 items.

• Modelling adherence behaviour for the treatment of obstructive sleep apnoea (Q321086) (← links)
• Decentralized stochastic control (Q333078) (← links)
• Characterization and computation of infinite-horizon specifications over Markov processes (Q386604) (← links)
• Quantitative model-checking of controlled discrete-time Markov processes (Q515573) (← links)
• Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
• Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← 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)
• On repetitive control and the behaviour of a middle-aged consumer (Q1207060) (← links)
• Inventory models with Markovian demands and cost functions of polynomial growth (Q1265056) (← links)
• Approximate receding horizon approach for Markov decision processes: average reward case (Q1414220) (← links)
• Numerical analysis of generalised max-plus eigenvalue problems. (Q1427218) (← links)
• Optimal maintenance strategies for systems with partial repair options and without assuming bounded costs (Q1600962) (← links)
• Illustrated review of convergence conditions of the value iteration algorithm and the rolling horizon procedure for average-cost MDPs (Q1761758) (← links)
• Stochastic output-feedback model predictive control (Q1797127) (← links)
• Spectral theorem for convex monotone homogeneous maps, and ergodic control (Q1863462) (← links)
• Duality in optimal impulse control (Q2069787) (← links)
• Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
• Convergence of Markov decision processes with constraints and state-action dependent discount factors (Q2301208) (← links)
• First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
• Ramsey’s Discrete-Time Growth Model: A Markov Decision Approach with Stochastic Labor (Q2980178) (← links)
• (Q4039208) (← links)
• Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
• Note on discounted continuous-time Markov decision processes with a lower bounding function (Q4684909) (← links)
• Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
• Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control (Q5113902) (← links)
• Anticipation of goals in automated planning (Q5145429) (← links)
• Probabilistic Model Checking of Labelled Markov Processes via Finite Approximate Bisimulations (Q5418954) (← links)
• Congestion-dependent pricing in a stochastic service system (Q5443144) (← links)
• Log-Optimal Portfolios with Memory Effect (Q5742509) (← links)
• Convex stochastic fluid programs with average cost. (Q5945755) (← links)
• Optimal dividend problems with a risk probability criterion (Q6053129) (← links)
• Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)