Pages that link to "Item:Q1221981"
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The following pages link to On dynamic programming: Compactness of the space of policies (Q1221981):
Displaying 50 items.
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
- Self-fulfilling expectations in stochastic processes of temporary equilibria (Q599668) (← links)
- Semicontinuous nonstationary stochastic games. II (Q749461) (← links)
- Optimality, equilibrium, and curb sets in decision problems without commitment (Q778091) (← links)
- On maximizing the average time at a goal (Q792886) (← links)
- Existence of optimal policy for time non-homogeneous discounted Markovian decision programming (Q811418) (← links)
- Perfect equilibria in games of incomplete information (Q825193) (← links)
- Compactness of the space of non-randomized policies in countable-state sequential decision processes (Q966432) (← links)
- Semicontinuous nonstationary stochastic games (Q1077343) (← links)
- Bayesian learning and convergence to rational expectations (Q1099061) (← links)
- On compactness of the space of policies in stochastic dynamic programming (Q1122507) (← links)
- Multiple objective nonatomic Markov decision processes with total reward criteria (Q1576966) (← links)
- Constrained Markovian decision processes: The dynamic programming approach (Q1593712) (← links)
- An equilibrium existence result for games with incomplete information and indeterminate outcomes (Q1877823) (← links)
- Optimal learning with costly adjustment (Q1904629) (← links)
- Essential stability of the alpha cores of finite games with incomplete information (Q2019368) (← links)
- Equilibria in infinite games of incomplete information (Q2041069) (← links)
- Large deviations principle for discrete-time mean-field games (Q2059481) (← links)
- Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control (Q2079543) (← links)
- Constrained discounted stochastic games (Q2128611) (← links)
- Geometry of information structures, strategic measures and associated stochastic control topologies (Q2169821) (← links)
- On the expected total reward with unbounded returns for Markov decision processes (Q2198156) (← links)
- Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process (Q2235986) (← links)
- Constrained discounted Markov decision processes with Borel state spaces (Q2288591) (← links)
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes (Q2810984) (← links)
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
- The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach (Q3167338) (← links)
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal (Q4077764) (← links)
- Strategic measures in optimal control problems for stochastic sequences (Q4518327) (← links)
- Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria (Q4644823) (← links)
- Markov decision processes under ambiguity (Q4989141) (← links)
- Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces (Q4992012) (← links)
- Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
- Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games (Q5072287) (← links)
- Markov Decision Processes with Incomplete Information and Semiuniform Feller Transition Probabilities (Q5097394) (← links)
- A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control (Q5130892) (← links)
- A Convex Programming Approach for Discrete-Time Markov Decision Processes under the Expected Total Reward Criterion (Q5130923) (← links)
- On the Existence of Nash Equilibrium in Bayesian Games (Q5219301) (← links)
- Constrained Markov Decision Processes with Expected Total Reward Criteria (Q5233130) (← links)
- Nowak's Theorem on Probability Measures Induced by Strategies Revisited (Q5242520) (← links)
- Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams (Q5883158) (← links)
- Semi-uniform Feller stochastic kernels (Q6091970) (← links)
- Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information (Q6099696) (← links)
- Equivalent conditions for weak continuity of nonlinear filters (Q6103081) (← links)
- The martingale problem method revisited (Q6165214) (← links)
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State (Q6180250) (← links)
- Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases (Q6190918) (← links)
- Absorbing Markov decision processes (Q6203440) (← links)
- On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy (Q6594334) (← links)
- Constrained Markov decision processes with non-constant discount factor (Q6608759) (← links)
