Pages that link to "Item:Q1158123"

The following pages link to Stochastic optimal control. The discrete time case (Q1158123):

Displaying 50 items.

• A limit theorem for Markov decision processes (Q258747) (← links)
• Consistent price systems under model uncertainty (Q261917) (← links)
• Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
• Continuous-time limit of dynamic games with incomplete information and a more informed player (Q267098) (← links)
• Non-paternalistic intergenerational altruism revisited (Q268606) (← links)
• Local asymptotics for controlled martingales (Q303951) (← links)
• Almost-sure hedging with permanent price impact (Q309172) (← links)
• Conditions for the solvability of the linear programming formulation for constrained discounted Markov decision processes (Q315764) (← links)
• Optimal investment and reinsurance strategy (Q355312) (← links)
• Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors (Q356522) (← links)
• Markov stationary equilibria in stochastic supermodular games with imperfect private and public information (Q367430) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• Choosing optimal road trajectory with random work cost in different areas (Q384698) (← links)
• Characterization and computation of infinite-horizon specifications over Markov processes (Q386604) (← links)
• First passage problems for nonstationary discrete-time stochastic control systems (Q389826) (← links)
• Robust Markov control processes (Q401072) (← links)
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
• Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
• Knows what it knows: a framework for self-aware learning (Q413843) (← links)
• Model selection in reinforcement learning (Q415618) (← links)
• Joint pricing and inventory replenishment decisions with returns and expediting (Q421713) (← links)
• Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses (Q445115) (← links)
• Asymptotic analysis of value prediction by well-specified and misspecified models (Q448322) (← links)
• Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
• An optimal execution problem with market impact (Q457189) (← links)
• Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293) (← links)
• Distributions of multi-estimates for multistage stochastic inclusions (Q465303) (← links)
• Markov decision processes on Borel spaces with total cost and random horizon (Q467433) (← links)
• Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
• Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
• Convergence of probability measures and Markov decision models with incomplete information (Q492169) (← links)
• Stochastic finite-state systems in control theory (Q497618) (← links)
• Quantitative model-checking of controlled discrete-time Markov processes (Q515573) (← links)
• Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
• Stochastic games for continuous-time jump processes under finite-horizon payoff criterion (Q517921) (← links)
• Planning for optimal control and performance certification in nonlinear systems with controlled or uncontrolled switches (Q518337) (← links)
• Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case (Q532525) (← links)
• On the adaptive control of a class of partially observed Markov decision processes (Q534716) (← links)
• An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems (Q535335) (← links)
• Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
• Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
• The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes (Q607558) (← links)
• Discounted dynamic programming with unbounded returns: application to economic models (Q633647) (← links)
• Performance analysis for controlled semi-Markov systems with application to maintenance (Q639926) (← links)
• Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← links)
• Discounted continuous-time constrained Markov decision processes in Polish spaces (Q655591) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Approximation of Markov decision processes with general state space (Q663675) (← links)