Pages that link to "Item:Q1158123"
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The following pages link to Stochastic optimal control. The discrete time case (Q1158123):
Displaying 50 items.
- Stationary policies and Markov policies in Borel dynamic programming (Q1071658) (← links)
- Minimax selection theorems (Q1074512) (← links)
- Semicontinuous nonstationary stochastic games (Q1077343) (← links)
- On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming (Q1078075) (← links)
- Markov decision processes with a minimum-variance criterion (Q1090254) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Approximations for optimal stopping of a piecewise-deterministic process (Q1111525) (← links)
- Controlled semi-Markov models - the discounted case (Q1121237) (← links)
- Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
- On compactness of the space of policies in stochastic dynamic programming (Q1122507) (← links)
- Nonparametric adaptive control of discrete-time partially observable stochastic systems (Q1122548) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Discretization procedures for adaptive Markov control processes (Q1123872) (← links)
- Robustness inequality for Markov control processes with unbounded costs (Q1128542) (← links)
- Anwendungen des Maximumprinzips im Operations Research. I (Q1168211) (← links)
- Average cost Markov decision processes under the hypothesis of Doeblin (Q1174703) (← links)
- Functional characterization for average cost Markov decision processes with Doeblin's conditions (Q1179357) (← links)
- On strong average optimality of Markov decision processes with unbounded costs (Q1197886) (← links)
- Some structured dynamic programs arising in economics (Q1202474) (← links)
- The complexity of dynamic programming (Q1262227) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty (Q1266564) (← links)
- On the two-armed bandit problem with non-observed Poissonian switching of arms. (Q1298766) (← links)
- Constructing prior distributions with trees of exchangeable processes (Q1299079) (← links)
- The value iteration method for countable state Markov decision processes (Q1306452) (← links)
- A limit theorem in some dynamic fuzzy systems (Q1311765) (← links)
- A potential of fuzzy relations with a linear structure: The contractive case (Q1319427) (← links)
- Optimal cost and policy for a Markovian replacement problem (Q1321099) (← links)
- Revised simplex algorithm for finite Markov decision processes (Q1321424) (← links)
- From weak to strong convergence in \(L_ 1\)-spaces via \(K\)-convergence (Q1327152) (← links)
- Existence of optimal stationary policies in discounted Markov decision processes: Approaches by occupation measures (Q1327188) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- Boundedly optimal control of piecewise deterministic systems (Q1330530) (← links)
- A note on the Ross-Taylor theorem (Q1339776) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Cost-minimal immunization in the Greenwood epidemic model (Q1361484) (← links)
- Approximation of average cost optimal policies for general Markov decision processes with unbounded costs (Q1362682) (← links)
- A never-a-weak-best-response test in infinite signaling games (Q1367909) (← links)
- Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
- A new look at optimal growth under uncertainty (Q1390902) (← links)
- Regularity properties of constrained set-valued mappings (Q1406781) (← links)
- Multiple objective nonatomic Markov decision processes with total reward criteria (Q1576966) (← links)
- Constrained Markovian decision processes: The dynamic programming approach (Q1593712) (← links)
- Fuzzy decision processes with an average reward criterion. (Q1597020) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Canonical supermartingale couplings (Q1621445) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values (Q1642208) (← links)
- Active network management for electrical distribution systems: problem formulation, benchmark, and approximate solution (Q1642966) (← links)
- A two-player zero-sum game where only one player observes a Brownian motion (Q1649018) (← links)
