Pages that link to "Item:Q5675610"
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The following pages link to Necessary and Sufficient Conditions for Optimal Control of Semi-Markov Jump Processes (Q5675610):
Displaying 11 items.
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation (Q1103586) (← links)
- Controlled jump processes (Q1220317) (← links)
- Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
- Reasoning about `when' instead of `what': collusive equilibria with stochastic timing in repeated oligopoly (Q2099010) (← links)
- Sliding mode control for semi-Markovian jump systems via output feedback (Q2409224) (← links)
- Analytically measurable selection of epsilon optimal transition kernals (Q3669286) (← links)
- Effects of regulatory delays and uncertainty on pricing decisions (Q3738851) (← links)
- Discount optimality throughout a set of parameters for one-dimensional transport processes (Q3934272) (← links)
- Decomposable jump decision processes (Q5906200) (← links)
- Advances on modeling and control of semi-Markovian switching systems: a survey (Q6082861) (← links)
