Pages that link to "Item:Q655591"
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The following pages link to Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591):
Displaying 32 items.
- Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (Q482730) (← links)
- Continuous-time Markov decision processes with state-dependent discount factors (Q693162) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Constrained expected average stochastic games for continuous-time jump processes (Q2041002) (← links)
- Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
- First passage risk probability minimization for piecewise deterministic Markov decision processes (Q2155645) (← links)
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
- First passage Markov decision processes with constraints and varying discount factors (Q2355256) (← links)
- Constrained continuous-time Markov decision processes on the finite horizon (Q2400495) (← links)
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
- Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes (Q2675991) (← links)
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
- Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces (Q2808307) (← links)
- Absorbing continuous-time Markov decision processes with total cost criteria (Q2837757) (← links)
- Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies (Q2884585) (← links)
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces (Q3516414) (← links)
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
- Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems (Q5034421) (← links)
- Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes (Q5085140) (← links)
- Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates (Q5086417) (← links)
- (Q5096718) (← links)
- On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes (Q5254885) (← links)
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces (Q5388016) (← links)
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)
- Zero-sum infinite-horizon discounted piecewise deterministic Markov games (Q6040851) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
