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.
- Strategic market games with cyclic endowments (Q666295) (← links)
- Nonconvex homogenization for one-dimensional controlled random walks in random potential (Q670733) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations (Q681938) (← links)
- Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
- Zero-sum stochastic games with partial information (Q704755) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Policy gradient in Lipschitz Markov decision processes (Q747252) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Semicontinuous nonstationary stochastic games. II (Q749461) (← links)
- Fixed points for extrema of contractions (Q753123) (← links)
- Existence of optimal stationary policies in deterministic optimal control (Q754470) (← links)
- A theory of rolling horizon decision making (Q809976) (← links)
- On essential information in sequential decision processes (Q811975) (← links)
- On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727) (← links)
- Discounted Markov decision processes with fuzzy costs (Q828834) (← links)
- On redundant types and Bayesian formulation of incomplete information (Q840689) (← links)
- Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
- Optimality in Feller semi-Markov control processes (Q867940) (← links)
- Approximation of noncooperative semi-Markov games (Q868575) (← links)
- Constructions of Nash equilibria in stochastic games of resource extraction with additive transition structure (Q883066) (← links)
- On Nikaido-Isoda type theorems for discounted stochastic games (Q884358) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- Near optimality of quantized policies in stochastic control under weak continuity conditions (Q892326) (← links)
- Exchangeable capacities, parameters and incomplete theories (Q894058) (← links)
- Mathematical modeling of distributed catastrophic and terrorist risks (Q895085) (← links)
- Nonparametric adaptive control of discounted stochastic systems with compact state space (Q913742) (← links)
- More on equilibria in competitive markets with externalities and a continuum of agents (Q924921) (← links)
- Partially observed semi-Markov zero-sum games with average payoff (Q930973) (← links)
- When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces? (Q935828) (← links)
- A sample-path approach to the optimality of echelon order-up-to policies in serial inventory systems (Q957345) (← links)
- Multivariate Bayesian process control for a finite production run (Q958563) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- A risk reserve model for hedging in incomplete markets (Q975891) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- On a continuous solution to the Bellman-Poisson equation in stochastic games (Q983723) (← links)
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path (Q1009248) (← links)
- Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
- Subjective random discounting and intertemporal choice (Q1017781) (← links)
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
- Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model (Q1044219) (← links)
- An approximation result for normal integrands and applications to relaxed controls theory (Q1054993) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Optimal research and development expenditures under an incremental tax incentive scheme (Q1058975) (← links)
- Lower closure for orientor fields by lower semicontinuity of outer integral functionals (Q1060692) (← links)
- On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming (Q1068354) (← links)
