Pages that link to "Item:Q3734187"

The following pages link to Constrained Undiscounted Stochastic Dynamic Programming (Q3734187):

Displaying 45 items.

• An application-oriented approach to dual control with excitation for closed-loop identification (Q328039) (← links)
• Derman's book as inspiration: some results on LP for MDPs (Q378728) (← links)
• On discounted dynamic programming with constraints (Q806686) (← links)
• Zero-sum constrained stochastic games with independent state processes (Q811974) (← 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)
• Sleeping experts and bandits approach to constrained Markov decision processes (Q901196) (← links)
• Constrained cost-coupled stochastic games with independent state processes (Q935205) (← links)
• Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models (Q992043) (← links)
• Sensitivity analysis in discounted Markovian decision problems (Q1058999) (← links)
• Maximal mean/standard deviation ratio in an undiscounted MDP (Q1064974) (← links)
• Optimal policies for controlled Markov chains with a constraint (Q1068783) (← links)
• A variance minimization problem for a Markov decision process (Q1091952) (← links)
• Adaptive control of constrained Markov chains: Criteria and policies (Q1174698) (← links)
• Sensitivity of constrained Markov decision processes (Q1176864) (← links)
• Non-homogeneous Markov decision processes with a constraint (Q1378679) (← links)
• Constrained denumerable state non-stationary MDPs with expected total reward criterion (Q1568256) (← links)
• Constrained Markovian decision processes: The dynamic programming approach (Q1593712) (← links)
• Singularly perturbed linear programs and Markov decision processes (Q1790182) (← links)
• Mean, variance and probabilistic criteria in finite Markov decision processes: A review (Q1821706) (← links)
• On discounted Markov decision programming with multi-vector constraints (Q1913925) (← links)
• Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
• Finding the \(K\) best policies in a finite-horizon Markov decision process (Q2433472) (← links)
• On constrained Markov decision processes (Q2564237) (← links)
• Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems (Q2669208) (← links)
• Computing average optimal constrained policies in stochastic dynamic programming. (Q2713008) (← links)
• Markov branching decision chains with interest-rate-dependent rewards (Q2805311) (← links)
• Splitting randomized stationary policies in total-reward Markov decision processes (Q2884309) (← links)
• Constrained Discounted Markov Decision Chains (Q3416026) (← links)
• Randomized and Past-Dependent Policies for Markov Decision Processes with Multiple Constraints (Q3830833) (← links)
• Convergence in unconstrained discrete-time differential dynamic programming (Q3983688) (← links)
• A Weighted Markov Decision Process (Q4032595) (← links)
• Constrained Semi-Markov decision processes with average rewards (Q4300602) (← links)
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory (Q4304579) (← links)
• Constrained Discounted Dynamic Programming (Q4332258) (← links)
• Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state (Q4391409) (← links)
• (Q4453232) (← links)
• Constrained Continuous-Time Markov Control Processes with Discounted Criteria (Q4799713) (← links)
• Constrained Markov Decision Models with Weighted Discounted Rewards (Q4848417) (← links)
• The Linear Program approach in multi-chain Markov Decision Processes revisited (Q4861875) (← links)
• Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
• LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
• A Policy Improvement Method in Constrained Stochastic Dynamic Programming (Q5281937) (← links)
• Asymptotic properties of constrained Markov Decision Processes (Q5286754) (← links)
• On the Undecidability of Computing Stationary Distributions and Large Deviation Rates for Constrained Random Walks (Q5388028) (← links)
• Controlled Markov chains with constraints. (Q5955748) (← links)