The following pages link to (Q4255598):
Displaying 50 items.
- Duality in optimal impulse control (Q2069787) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543) (← links)
- Zero-sum risk-sensitive stochastic games with unbounded payoff functions and varying discount factors (Q2102090) (← links)
- Zero-sum semi-Markov games with state-action-dependent discount factors (Q2106412) (← links)
- Batch policy learning in average reward Markov decision processes (Q2112817) (← links)
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem (Q2118998) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
- Equilibria in altruistic economic growth models (Q2175350) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- Bias optimality of admission control in a non-stationary repairable queue (Q2183214) (← links)
- Value iteration algorithm for mean-field games (Q2203472) (← links)
- Discrete-time control with non-constant discount factor (Q2216191) (← links)
- Stochastic dynamic programming with non-linear discounting (Q2234309) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Zero-sum stochastic games with partial information and average payoff (Q2250076) (← links)
- Inequalities for the ruin probability in a controlled discrete-time risk process (Q2267650) (← links)
- Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
- Weak Feller property of non-linear filters (Q2278526) (← links)
- Risk-sensitive average equilibria for discrete-time stochastic games (Q2280206) (← links)
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
- Constrained discounted Markov decision processes with Borel state spaces (Q2288591) (← links)
- Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536) (← links)
- Convergence of Markov decision processes with constraints and state-action dependent discount factors (Q2301208) (← links)
- A Fenchel-Moreau-Rockafellar type theorem on the Kantorovich-Wasserstein space with applications in partially observable Markov decision processes (Q2315044) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- Stochastic approximations of constrained discounted Markov decision processes (Q2338706) (← links)
- Semi-Markov decision processes with variance minimization criterion (Q2342919) (← links)
- First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes (Q2371871) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Empirical estimation in average Markov control processes (Q2425395) (← links)
- First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs (Q2431043) (← links)
- On discounted dynamic programming with unbounded returns (Q2431099) (← links)
- On the limit perfect public equilibrium payoff set in repeated and stochastic games (Q2442844) (← links)
- Optimal dividend policy in discrete time (Q2450241) (← links)
- A policy improvement method for constrained average Markov decision processes (Q2457257) (← links)
- Sample-path optimality and variance-maximization for Markov decision processes (Q2460036) (← links)
- Average optimality for continuous-time Markov decision processes with a policy iteration approach (Q2465179) (← links)
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks (Q2466886) (← links)
- Average optimality inequality for continuous-time Markov decision processes in Polish spaces (Q2472191) (← links)
- Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria (Q2474553) (← links)
- Constrained continuous-time Markov decision processes with average criteria (Q2483010) (← links)
- Another set of conditions for Markov decision processes with average sample-path costs (Q2506454) (← links)
