Pages that link to "Item:Q4874952"

The following pages link to Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming (Q4874952):

Displaying 45 items.

• Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
• Long run risk sensitive portfolio with general factors (Q283999) (← links)
• Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
• Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
• Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors (Q513821) (← links)
• Performance analysis for controlled semi-Markov systems with application to maintenance (Q639926) (← links)
• Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
• A new learning algorithm for optimal stopping (Q839001) (← links)
• A semimartingale characterization of average optimal stationary policies for Markov decision processes (Q871336) (← links)
• Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
• Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
• The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
• Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
• Nonuniqueness versus uniqueness of optimal policies in convex discounted Markov decision processes (Q2375462) (← links)
• A survey of average cost problems in deterministic discrete-time control systems (Q2685226) (← links)
• Mean field Markov decision processes (Q2701089) (← 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)
• The expected total cost criterion for Markov decision processes under constraints (Q2856038) (← links)
• Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
• New discount and average optimality conditions for continuous-time Markov decision processes (Q3074487) (← links)
• The Expected Total Cost Criterion for Markov Decision Processes under Constraints: A Convex Analytic Approach (Q3167338) (← links)
• The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes (Q3402065) (← links)
• Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes (Q3457099) (← links)
• Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
• Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150) (← links)
• (Q4207859) (← links)
• Limiting average cost control problems in a class of discrete-time stochastic systems (Q4548936) (← links)
• Asymptotic Normality of Discrete-Time Markov Control Processes (Q4933199) (← links)
• On gradual-impulse control of continuous-time Markov decision processes with exponential utility (Q5022265) (← links)
• (Q5096718) (← links)
• Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
• Fatou's Lemma in Its Classical Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to Markov Decision Processes (Q5120712) (← links)
• Robustness to Approximations and Model Learning in MDPs and POMDPs (Q5153607) (← links)
• On Finite Approximations to Markov Decision Processes with Recursive and Nonlinear Discounting (Q5153610) (← links)
• LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
• Verification of General Markov Decision Processes by Approximate Similarity Relations and Policy Refinement (Q5348126) (← links)
• Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194) (← links)
• On Some Impulse Control Problems with Constraint (Q5370986) (← links)
• Markov Processes with Restart (Q5407020) (← links)
• Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
• Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
• Extreme Occupation Measures in Markov Decision Processes with an Absorbing State (Q6180250) (← links)
• Optimal control of a dynamic production-inventory system with various cost criteria (Q6573350) (← links)