Pages that link to "Item:Q4191938"
From MaRDI portal
The following pages link to Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control (Q4191938):
Displaying 12 items.
- Minimax selection theorems (Q1074512) (← links)
- Markov decision processes with a minimum-variance criterion (Q1090254) (← links)
- A limited order capacity stochastic inventory model with a fixed cost for order: The discounted case (Q1198614) (← links)
- Risk, uncertainty, and complexity (Q1309846) (← links)
- On the complexity of linear quadratic control (Q1330536) (← links)
- On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- On the optimality of (<i>s, S</i>)-strategies in a minimax inventory model with average cost criterion (Q3354441) (← links)
- A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies (Q3465941) (← links)
- Semi-Markov decision processes with a reachable state-subset (Q3833895) (← links)
- EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE (Q4526934) (← links)
- Average Cost Optimality Inequality for Markov Decision Processes with Borel Spaces and Universally Measurable Policies (Q5130921) (← links)
