Pages that link to "Item:Q4442955"

The following pages link to Minimax Control of Discrete-Time Stochastic Systems (Q4442955):

Displaying 43 items.

• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs (Q287649) (← links)
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side (Q351790) (← links)
• Robust Markov control processes (Q401072) (← links)
• Potentials based optimization with embedded Markov chain for stochastic constrained system (Q437320) (← links)
• Control systems of interacting objects modeled as a game against nature under a mean field approach (Q501744) (← links)
• Semi-Markov control models with partially known holding times distribution: discounted and average criteria (Q538382) (← links)
• Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
• Bayesian optimal control for a non-autonomous stochastic discrete time system (Q668862) (← links)
• Minimax control of switching systems under sampling (Q672436) (← links)
• Minimax optimal control of discrete-time uncertain systems with structured uncertainty (Q674769) (← links)
• Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
• On the optimality equation for average cost Markov control processes with Feller transition probabilities (Q819727) (← links)
• Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
• Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
• Locally minimax and minimax controls of linear discrete systems (Q1290675) (← links)
• Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
• Minimax program terminal control in two-level hierarchic nonlinear discrete dynamical system (Q1645267) (← links)
• Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances (Q1741211) (← links)
• A dynamic game approach to distributionally robust safety specifications for stochastic systems (Q1797093) (← links)
• Minimax control for discrete-time time-varying stochastic systems (Q1858872) (← links)
• Minimax control under a bound on the partial covariance sequence of the disturbance (Q1899561) (← links)
• Automata-based controller synthesis for stochastic systems: a game framework via approximate probabilistic relations (Q2103672) (← links)
• Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem (Q2118998) (← links)
• On measurable minimax selectors (Q2268097) (← links)
• Discounted robust control for Markov diffusion processes (Q2343067) (← links)
• A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces (Q2444400) (← links)
• On the worst-case disturbance of minimax optimal control (Q2576089) (← links)
• A stochastic games framework for verification and control of discrete time stochastic hybrid systems (Q2628473) (← links)
• When control and state variations increase uncertainty: modeling and stochastic control in discrete time (Q2662307) (← links)
• Robust control of partially observable failing systems (Q2830770) (← links)
• Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces (Q3155288) (← links)
• (Q3744082) (← links)
• Minimax design of optimal stochastic multivariable systems (Q3824215) (← links)
• Minimax control of a system with actuation errors (Q3989340) (← links)
• Mean controllers for discrete systems (Q4027834) (← links)
• Minimax optimal control of stochastic uncertain systems with relative entropy constraints (Q4507070) (← links)
• Controlled Switching Diffusions Under Ambiguity: The Average Criterion (Q5072229) (← links)
• Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
• Q-Learning for Distributionally Robust Markov Decision Processes (Q5153603) (← links)
• On the use of stochastic differential games against nature to ergodic control problems with unknown parameters (Q5266180) (← links)
• A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities (Q5438317) (← links)
• Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
• Formal controller synthesis for Markov jump linear systems with uncertain dynamics (Q6546444) (← links)