Stochastic optimization of forward recursive functions
From MaRDI portal
Publication:1826762
DOI10.1016/j.jmaa.2003.11.045zbMath1176.90441OpenAlexW1990989920MaRDI QIDQ1826762
Publication date: 6 August 2004
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.11.045
Multi-objective and goal programming (90C29) Stochastic programming (90C15) Optimal stochastic control (93E20)
Related Items (1)
Cites Work
- Iterative integral versus dynamic programming
- Sequential decision making in fuzzy environment
- Optimization models for the first arrival target distribution function in discrete time
- Minimizing risk models in Markov decision processes with policies depending on target values
- Conditional decision processes with recursive function
- Nearest route problem
- A class of dual fuzzy dynamic programs
- An optimistic decision-making in fuzzy environment
- Associative dynamic programs
- Controlled Markov chains with risk-sensitive criteria: Average cost, optimality equations, and optimal solutions
- Quasilinearization and invariant imbedding. With applications to chemical engineering and adaptive control
- The vanishing discount approach in Markov chains with risk-sensitive criteria
- Dynamic programming and stochastic control processes
- Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
- Variance-Penalized Markov Decision Processes
- A Utility Criterion for Markov Decision Processes
- Percentile performance criteria for limiting average Markov decision processes
- STOCHASTIC DECISION-MAKING IN A FUZZY ENVIRONMENT
- Decision-Making in a Fuzzy Environment
- Risk-Sensitive Markov Decision Processes
- On Markov policies for minimax decision processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Stochastic optimization of forward recursive functions
