The following pages link to (Q4255598):
Displaying 50 items.
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes (Q890634) (← links)
- Near optimality of quantized policies in stochastic control under weak continuity conditions (Q892326) (← links)
- Policy iteration for continuous-time average reward Markov decision processes in Polish spaces (Q963139) (← links)
- On a continuous solution to the Bellman-Poisson equation in stochastic games (Q983723) (← links)
- Optimal threshold probability and expectation in semi-Markov decision processes (Q984324) (← links)
- Markov control processes with pathwise constraints (Q992046) (← links)
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) (Q997928) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Discounted cost optimality problem: Stability with respect to weak metrics (Q1006553) (← links)
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion (Q1021247) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
- The Lagrange approach to infinite linear programs (Q1348714) (← links)
- Controlled linear system with delayed relay output under impulse random disturbances. (Q1410366) (← links)
- Numerical analysis of generalised max-plus eigenvalue problems. (Q1427218) (← links)
- Optimal threshold probability in undiscounted Markov decision processes with a target set. (Q1427885) (← links)
- Limiting optimal discounted-cost control of a class of time-varying stochastic systems (Q1575297) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces (Q1667202) (← links)
- On symmetric stochastic games of resource extraction with weakly continuous transitions (Q1667398) (← links)
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems (Q1679073) (← links)
- A probability criterion for zero-sum stochastic games (Q1686348) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates (Q1714480) (← links)
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem (Q1730821) (← links)
- Optimal timing of decisions: a general theory based on continuation values (Q1734573) (← links)
- Hitting times in Markov chains with restart and their application to network centrality (Q1739335) (← links)
- Discrete-time hybrid control in Borel spaces: average cost optimality criterion (Q1746693) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- Continuous-time constrained stochastic games under the discounted cost criteria (Q1754661) (← links)
- Generalised discounting in dynamic programming with unbounded returns (Q1785221) (← links)
- Constrained stochastic games with the average payoff criteria (Q1785327) (← links)
- Stochastic optimal growth with unbounded shock (Q1851228) (← links)
- Nonatomic total rewards Markov decision processes with multiple criteria (Q1856820) (← links)
- Minimax control for discrete-time time-varying stochastic systems (Q1858872) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates (Q1934418) (← links)
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces (Q1942150) (← links)
- A version of the Euler equation in discounted Markov decision processes (Q1952742) (← links)
- Semi-Markov control processes with unknown holding times distribution under an average cost criterion (Q1959683) (← links)
- Discrete-time hybrid control in Borel spaces (Q1987330) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807) (← links)
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
