Pages that link to "Item:Q800282"
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The following pages link to Dynamic programming and stochastic control (Q800282):
Displaying 50 items.
- Optimizing the use of contingent labor when demand is uncertain (Q1869689) (← links)
- An empirical study of policy convergence in Markov decision process value iteration (Q1886733) (← links)
- Invariant imbedding and parallelism in dynamic programming for feedback control (Q1906753) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- A general decomposition approach for multi-criteria decision trees (Q1926761) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Optimal strategies for a fishery model applied to utility functions (Q1980094) (← links)
- In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories (Q2034820) (← links)
- Fuzzy interval optimal control problem (Q2042570) (← links)
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control (Q2116649) (← links)
- Rollout approach to sensor scheduling for remote state estimation under integrity attack (Q2165967) (← links)
- Optimal control for uncertain random singular systems with multiple time-delays (Q2169678) (← links)
- Discrete-time control with non-constant discount factor (Q2216191) (← links)
- Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
- Integrated inventory management and supplier base reduction in a supply chain with multiple uncertainties (Q2255972) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- Integration, participation and optimal control in water resources planning and management (Q2379020) (← links)
- Water reservoir control under economic, social and environmental constraints (Q2440770) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- State observation accuracy and finite-memory policy performance (Q2450694) (← links)
- Collaboration in tool development and capacity investments in high technology manufacturing networks (Q2467247) (← links)
- Receding horizon control for water resources management (Q2518636) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Particle methods for stochastic optimal control problems (Q2636612) (← links)
- Density estimation and adaptive control of Markov processes: Average and discounted criteria (Q2639029) (← links)
- Reinforcement learning based algorithms for average cost Markov decision processes (Q2643632) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES (Q3033181) (← links)
- Optimal admission pricing and service rate control of anM[x]/M/s queue with reneging (Q3319559) (← links)
- (Q3360682) (← links)
- Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials (Q3449957) (← links)
- Production to order and off-line inspection when the production process is partially observable (Q3499289) (← links)
- (Q3511902) (← links)
- Optimal empty vehicle redistribution for hub‐and‐spoke transportation systems (Q3539892) (← links)
- Probabilistic models for optimizing patients survival rates (Q3604036) (← links)
- Minimum Transmission Energy Trajectories for a Linear Pursuit Problem (Q3614997) (← links)
- On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285) (← links)
- Distributed asynchronous computation of fixed points (Q3671771) (← links)
- Implicit dual control for general stochastic systems (Q3695162) (← links)
- (Q3698635) (← links)
- Application of input-signal design in system identification for adaptive control (Q3707867) (← links)
- Constant feedback stabilization of discrete-time systems with random-coefficients† (Q3710440) (← links)
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise (Q3737353) (← links)
- Optimal inspection under semi-Markovian deterioration: Basic results (Q3801311) (← links)
- Allocation of Control Points in Stochastic Dynamic-Programming Models (Q3806966) (← links)
- Optimal admission pricing policies for M/Ek/1 queues (Q3860625) (← links)
- On the best choice problem with random population size (Q3880015) (← links)
- A note on optimal switching between two activities (Q3901280) (← links)
