Pages that link to "Item:Q1076617"
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The following pages link to A new condition for the existence of optimal stationary policies in average cost Markov decision processes (Q1076617):
Displaying 31 items.
- 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)
- Value iteration in countable state average cost Markov decision processes with unbounded costs (Q806687) (← links)
- On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727) (← links)
- A semimartingale characterization of average optimal stationary policies for Markov decision processes (Q871336) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Stochastic optimal policies when the discount rate vanishes (Q1017044) (← links)
- Necessary and sufficient conditions for a bounded solution to the optimality equation in average reward Markov decision chains (Q1103532) (← links)
- Conditions for existence of average and Blackwell optimal stationary policies in denumerable Markov decision processes (Q1112739) (← links)
- Recent results on conditions for the existence of average optimal stationary policies (Q1174694) (← links)
- Average cost Markov decision processes under the hypothesis of Doeblin (Q1174703) (← links)
- Average cost Markov decision processes: Optimality conditions (Q1176301) (← links)
- A counterexample on the optimality equation in Markov decision chains with the average cost criterion (Q1176601) (← links)
- Existence of optimal stationary policies in average reward Markov decision processes with a recurrent state (Q1194211) (← links)
- On strong average optimality of Markov decision processes with unbounded costs (Q1197886) (← links)
- Comparing recent assumptions for the existence of average optimal stationary policies (Q1198622) (← links)
- Discounted and average Markov decision processes with unbounded rewards: New conditions (Q1206951) (← links)
- Average optimal stationary policies and linear programming in countable space Markov decision processes (Q1329326) (← links)
- A new strong optimality criterion for nonstationary Markov decision processes (Q1397692) (← links)
- Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes (Q1814435) (← links)
- Average cost optimal policies for Markov control processes with Borel state space and unbounded costs (Q2276925) (← links)
- Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains (Q2379184) (← links)
- On the existence of stationary optimal policies for partially observed MDPs under the long-run average cost criterion (Q2504645) (← links)
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
- On the Existence of Average Optimal Policies in Semiregenerative Decision Models (Q3220379) (← links)
- (Q3363093) (← links)
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems (Q3415928) (← links)
- (Q3827813) (← links)
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs (Q3830832) (← links)
- Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases (Q4698112) (← links)
- A note on the existence of optimal stationary policies for average Markov decision processes with countable states (Q6163982) (← links)