Pages that link to "Item:Q2507412"
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The following pages link to Approximating infinite horizon stochastic optimal control in discrete time with constraints (Q2507412):
Displaying 7 items.
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Constrained Markov decision processes in Borel spaces: from discounted to average optimality (Q510431) (← links)
- On the infinite time solution to state-constrained stochastic optimal control problems (Q958273) (← links)
- Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values (Q1642208) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- Applying a finite-horizon numerical optimization method to a periodic optimal control problem (Q2440780) (← links)
- Fast algorithm for a constrained infinite horizon LQ problem (Q4485279) (← links)