Pages that link to "Item:Q913228"

The following pages link to Time-average control of martingale problems: A linear programming formulation (Q913228):

Displaying 26 items.

• 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)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Time-average control of martingale problems: Existence of a stationary solution (Q913227) (← links)
• A separation principle for partially observed control of singular stochastic processes (Q1000011) (← 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)
• On ergodic control of degenerate diffusions (Q1904964) (← links)
• On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← 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)
• 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)
• Covariance control problems over martingales with fixed terminal distribution arising from game theory (Q2840133) (← links)
• An unbounded Berge's minimum theorem with applications to discounted Markov decision processes (Q2907896) (← links)
• Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems (Q2948781) (← links)
• Ergodic control of degenerate diffusions (Q3128354) (← links)
• SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861) (← links)
• Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
• (Q4281774) (← links)
• Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← 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)
• 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)