First passage problems for nonstationary discrete-time stochastic control systems
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Publication:389826
DOI10.3166/EJC.18.528-538zbMath1291.93328MaRDI QIDQ389826
Onésimo Hernández-Lerma, Xianping Guo, Adrián Hernández-del-Valle
Publication date: 21 January 2014
Published in: European Journal of Control (Search for Journal in Brave)
discrete-time systemstarget setsfirst passage timenonlinear stochastic systemsnonstationary stochastic systems
Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Related Items (6)
First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors ⋮ Unnamed Item ⋮ On the link between infinite horizon control and quasi-stationary distributions ⋮ Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors ⋮ First passage risk probability optimality for continuous time Markov decision processes ⋮ First passage Markov decision processes with constraints and varying discount factors
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