Pages that link to "Item:Q3115880"
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The following pages link to Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach (Q3115880):
Displaying 38 items.
- Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures (Q302091) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems (Q831480) (← links)
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate (Q1080370) (← links)
- Finite horizon continuous-time Markov decision processes with mean and variance criteria (Q1628790) (← links)
- The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- Constrained expected average stochastic games for continuous-time jump processes (Q2041002) (← links)
- Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates (Q2786427) (← links)
- Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes (Q2810984) (← links)
- Optimality of mixed policies for average continuous-time Markov decision processes with constraints (Q2833104) (← links)
- Absorbing continuous-time Markov decision processes with total cost criteria (Q2837757) (← links)
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes (Q2907896) (← links)
- Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates (Q3169132) (← links)
- Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes (Q3457099) (← links)
- Realizable Strategies in Continuous-Time Markov Decision Processes (Q4605436) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates (Q4631821) (← links)
- Note on discounted continuous-time Markov decision processes with a lower bounding function (Q4684909) (← links)
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
- Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates (Q5119850) (← links)
- Average optimality for continuous-time Markov decision processes under weak continuity conditions (Q5176514) (← links)
- On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only (Q5210995) (← links)
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria (Q5215025) (← links)
- First passage risk probability optimality for continuous time Markov decision processes (Q5227202) (← links)
- On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Extreme Occupation Measures in Markov Decision Processes with an Absorbing State (Q6180250) (← links)
