Pages that link to "Item:Q2565367"
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The following pages link to Occupation measures for controlled Markov processes: Characterization and optimality (Q2565367):
Displaying 48 items.
- Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- On sets of occupational measures generated by a deterministic control system on an infinite time horizon (Q393204) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- Stochastic optimal control and linear programming approach (Q535338) (← links)
- Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains (Q1044212) (← links)
- A convex analytic approach to Markov decision processes (Q1093563) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- Envelopes of sets of measures, tightness, and Markov control processes (Q1808704) (← links)
- Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
- Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
- On characterisation of Markov processes via martingale problems (Q2493465) (← links)
- Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647) (← links)
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
- Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach (Q2931072) (← links)
- Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems (Q2948781) (← links)
- Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576) (← links)
- Rate of Convergence of Empirical Measures and Costs in Controlled Markov Chains and Transient Optimality (Q4698108) (← links)
- Min–max control problems via occupational measures (Q4979585) (← links)
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
- On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (Q5136744) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Effective weak and vague convergence of measures on the real line (Q6139241) (← links)
- Tighter bounds on transient moments of stochastic chemical systems (Q6182326) (← links)
- MF-OMO: An Optimization Formulation of Mean-Field Games (Q6188322) (← links)
- A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)
- Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems (Q6599330) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
