Pages that link to "Item:Q3169132"
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The following pages link to Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates (Q3169132):
Displaying 45 items.
- Optimal control of a multiclass queueing system when customers can change types (Q285963) (← links)
- Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints (Q296787) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Uniform ergodicity of continuous-time controlled Markov chains: a survey and new results (Q333089) (← links)
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
- Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
- The vanishing discount approach to constrained continuous-time controlled Markov chains (Q709279) (← links)
- On continuous-time discounted stochastic dynamic programming (Q805498) (← links)
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate (Q1080370) (← links)
- Contraction mappings underlying undiscounted Markov decision problems. II (Q1101358) (← links)
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces (Q1667202) (← links)
- The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
- Continuous-time constrained stochastic games under the discounted cost criteria (Q1754661) (← links)
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes (Q2019056) (← 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)
- Convergence of Markov decision processes with constraints and state-action dependent discount factors (Q2301208) (← links)
- First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Continuous-time zero-sum stochastic game with stopping and control (Q2661550) (← 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)
- Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations (Q2786428) (← 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)
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes (Q2907896) (← links)
- Continuous-time zero-sum games with probability criterion (Q3383687) (← 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)
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
- Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
- Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates (Q5119850) (← links)
- On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885) (← links)
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces (Q5853565) (← links)
- Ergodic risk-sensitive control of Markov processes on countable state space revisited (Q5864585) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes. (Q6584517) (← links)
