Pages that link to "Item:Q5575236"
From MaRDI portal
The following pages link to Discrete Dynamic Programming with Sensitive Discount Optimality Criteria (Q5575236):
Displaying 50 items.
- A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit (Q298173) (← links)
- The multi-armed bandit, with constraints (Q378726) (← links)
- Q-learning and policy iteration algorithms for stochastic shortest path problems (Q378731) (← links)
- First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
- Bounds on the fixed point of a monotone contraction operator (Q579144) (← links)
- Stochastic control via direct comparison (Q633815) (← links)
- Computation of optimal policies in discounted semi-Markov decision chains (Q792229) (← links)
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes (Q890634) (← links)
- Continuous-time Markov decision processes with \(n\)th-bias optimality criteria (Q963964) (← links)
- Optimal threshold probability and expectation in semi-Markov decision processes (Q984324) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- The variational calculus and approximation in policy space for Markovian decision processes (Q1068009) (← links)
- Variational characterizations in Markov decision processes (Q1077334) (← links)
- Markov decision processes with a minimum-variance criterion (Q1090254) (← links)
- On fractional flow models and equivalent finite state processes (Q1106740) (← links)
- A generalized inverse method for asymptotic linear programming (Q1122475) (← links)
- Nonstationary Markov decision problems with converging parameters (Q1136706) (← links)
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs (Q1148824) (← links)
- Optimal control of Markov chains admitting strong and weak interactions (Q1155852) (← links)
- Resolvent expansions of matrices and applications (Q1156200) (← links)
- Denumerable semi-Markov decision chains with small interest rates (Q1174702) (← links)
- Controlled jump processes (Q1220317) (← links)
- Markov decision processes and strongly excessive functions (Q1250164) (← links)
- Optimal threshold probability in undiscounted Markov decision processes with a target set. (Q1427885) (← links)
- Singularly perturbed linear programs and Markov decision processes (Q1790182) (← links)
- Gainfree Leontief substitution flow problems (Q1802953) (← links)
- Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample (Q1823168) (← links)
- An asymptotic simplex method for singularly perturbed linear programs (Q1866991) (← links)
- A canonical form for pencils of matrices with applications to asymptotic linear programs (Q1908190) (← links)
- Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
- An efficient basis update for asymptotic linear programming (Q2365695) (← links)
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes (Q2371871) (← links)
- Error bounds for stochastic shortest path problems (Q2408892) (← links)
- Reduction of total-cost and average-cost MDPs with weakly continuous transition probabilities to discounted mdps (Q2417095) (← links)
- Recursive stochastic games with positive rewards (Q2422034) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains (Q2509160) (← links)
- Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality (Q2564701) (← links)
- Solving H-horizon, stationary Markov decision problems in time proportional to log (H) (Q2638964) (← links)
- Markov Branching Decision Chains with Interest-Rate-Dependent Rewards (Q2805311) (← links)
- Computational Methods for Risk-Averse Undiscounted Transient Markov Models (Q2875608) (← links)
- On the reduction of total‐cost and average‐cost MDPs to discounted MDPs (Q3120606) (← links)
- Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints (Q3337979) (← links)
- A Fixed Point Approach to Undiscounted Markov Renewal Programs (Q3347663) (← links)
- A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies (Q3465941) (← links)
- Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes (Q3625468) (← links)
- MARKOV DECISION PROCESSES (Q3678995) (← links)
- Optimality equations and sensitive optimality in bounded Markov decision processes<sup>1</sup> (Q3714928) (← links)
- An Efficient Factorization for the Group Inverse (Q3799560) (← links)
- On the functional equations in undiscounted and sensitive discounted stochastic games (Q3893705) (← links)
