Pages that link to "Item:Q4027788"
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The following pages link to Optimal Stationary Policies in General State Space Markov Decision Chains with Finite Action Sets (Q4027788):
Displaying 17 items.
- Robust Markov control processes (Q401072) (← links)
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs (Q673449) (← links)
- Another set of conditions for average optimality in Markov control processes (Q673864) (← links)
- On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727) (← links)
- Stationary policies and Markov policies in Borel dynamic programming (Q1071658) (← links)
- Strong 1-optimal stationary policies in denumerable Markov decision processes (Q1108940) (← links)
- Transmission power allocation for remote estimation with multi-packet reception capabilities (Q2125551) (← links)
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs (Q2276925) (← links)
- The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains (Q2392790) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- Stationary Policies in Dynamic Programming Models Under Compactness Assumptions (Q3316991) (← links)
- Average optimality for Markov decision processes in borel spaces: a new condition and approach (Q3410916) (← links)
- (Q3552451) (← links)
- Pure Stationary Optimal Strategies in Markov Decision Processes (Q3590933) (← links)
- Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria (Q4296292) (← links)
- Optimal stationary policies inrisk-sensitive dynamic programs with finite state spaceand nonnegative rewards (Q4522998) (← links)
- (Q4584987) (← links)
