Markov control models with unknown random state-action-dependent discount factors (Q889107): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
CorrectionBot (talk | contribs)
Changed label, description and/or aliases in en, and other parts
 
(4 intermediate revisions by 4 users not shown)
description / endescription / en
scientific article
scientific article; zbMATH DE number 6505204
Property / DOI
 
Property / DOI: 10.1007/s11750-015-0360-5 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11750-015-0360-5 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1975630619 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4264741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4606219 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3795523 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A convex analytic approach to Markov decision processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest rate models -- theory and practice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov decision processes with exponentially representable discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862198 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Decision Models with Weighted Discounted Criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov Decision Models with Weighted Discounted Rewards / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained dynamic programming with two discount factors: applications and an algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov control processes with randomized discounted cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive policies for stochastic systems under a randomized discounted cost criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3552450 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov control processes with randomized discounted cost criteria: Occupation measures and extremal points / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax Control of Discrete-Time Stochastic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4909777 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive Markov control processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constrained Markov control processes in Borel spaces: the discounted case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive policies for time-varying stochastic systems under discounted criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5599448 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Dynamic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic games with unbounded payoffs: applications to robust control in economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and control in Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4377607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relations between Weak and Uniform Convergence of Measures with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measurable selection theorems for optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and control in discounted stochastic dynamic programming / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11750-015-0360-5 / rank
 
Normal rank

Latest revision as of 09:25, 10 July 2025

scientific article; zbMATH DE number 6505204
Language Label Description Also known as
English
Markov control models with unknown random state-action-dependent discount factors
scientific article; zbMATH DE number 6505204

    Statements

    Markov control models with unknown random state-action-dependent discount factors (English)
    0 references
    0 references
    6 November 2015
    0 references
    discounted optimality
    0 references
    non-constant discount factors
    0 references
    estimation and control procedures
    0 references
    minimax control systems
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references