Pages that link to "Item:Q1115358"
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The following pages link to Necessary conditions for the optimality equation in average-reward Markov decision processes (Q1115358):
Displaying 14 items.
- Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space (Q1015761) (← links)
- Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains (Q1103532) (← links)
- Recent results on conditions for the existence of average optimal stationary policies (Q1174694) (← links)
- Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211) (← links)
- On strong average optimality of Markov decision processes with unbounded costs (Q1197886) (← links)
- A note on the Ross-Taylor theorem (Q1339776) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- A survey of Markov decision models for control of networks of queues (Q1801813) (← links)
- Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes (Q1814435) (← links)
- The finiteness of the reward function and the optimal value function in Markov decision processes (Q1974583) (← links)
- On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes (Q2638968) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- (Q3827813) (← links)
