Pages that link to "Item:Q1686855"
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The following pages link to The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855):
Displaying 18 items.
- Nonzero-sum stochastic games with probability criteria (Q778094) (← links)
- Mean-variance optimization of discrete time discounted Markov decision processes (Q1693714) (← links)
- Variance minimization of parameterized Markov decision processes (Q1745941) (← links)
- Optimal policy for minimizing risk models in Markov decision processes (Q1849140) (← links)
- First passage risk probability minimization for piecewise deterministic Markov decision processes (Q2155645) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- On a discrete Markov-modulated risk model with random premium income and delayed claims (Q2209646) (← links)
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
- Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
- Continuous-time zero-sum games with probability criterion (Q3383687) (← links)
- Zero-sum semi-Markov games with a probability criterion (Q5086912) (← links)
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes (Q5153598) (← links)
- First passage risk probability optimality for continuous time Markov decision processes (Q5227202) (← links)
- Continuous-time Markov analysis for risk evaluation (Q5400709) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Optimal dividend problems with a risk probability criterion (Q6053129) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes. (Q6584517) (← links)
