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Risk-Sensitive Control of HMM

BOOK CHAPTER published in Hidden Markov Models

SEMI-MARKOV JUMP PROCESSES IN DISCRETE TIME

BOOK CHAPTER published June 2000 in Stochastic Processes in Epidemiology

On limit control principle for singularly perturbed Markov processes

BOOK CHAPTER published in Stochastic Systems and Optimization

Authors: T. Bielecki | Ł. Stettner

Infinite horizon stopping problems with (nearly) total reward criteria

JOURNAL ARTICLE published December 2014 in Stochastic Processes and their Applications

Research funded by MNiSzW (UMO-2012/07/B/ST1/03298)

Authors: Jan Palczewski | Łukasz Stettner

Stochastic Control with Complete Observations on an Infinite Horizon

BOOK CHAPTER published 2021 in Communications and Control Engineering

Authors: Jan H. van Schuppen

Stochastic Control with Partial Observations on an Infinite Horizon

BOOK CHAPTER published 2021 in Communications and Control Engineering

Authors: Jan H. van Schuppen

Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case

BOOK CHAPTER published 2022 in Stochastic Analysis, Filtering, and Stochastic Optimization

Authors: Tomasz R. Bielecki | Tao Chen | Igor Cialenco

REMOVED: Chapter 9 The Infinite Horizon Borel Models

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

Discrete time Markov chains

BOOK CHAPTER published 22 July 2013 in Applied Stochastic Processes

Markov Chains with Countably Infinite State Spaces

BOOK CHAPTER published 1996 in Discrete Stochastic Processes

Authors: Robert G. Gallager

REMOVED: Chapter 5 Infinite Horizon Models under Monotonicity Assumptions

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

Markov: A methodology for the solution of infinite time horizon markov decision processes

JOURNAL ARTICLE published December 1988 in Applied Stochastic Models and Data Analysis

Authors: Byron K. Williams

Markov Processes on Infinite Dimensional Spaces, Markov Fields and Markov Cosurfaces

BOOK CHAPTER published 1985 in Stochastic Space—Time Models and Limit Theorems

Authors: S. Albeverio | R. Høegh-Krohn | H. Holden

Solvable Infinite Time Horizon Stochastic Control Problems in Noncompact Symmetric Spaces

BOOK CHAPTER published 1999 in Stochastic Analysis, Control, Optimization and Applications

Authors: T. E. Duncan

REMOVED: Chapter 4 Infinite Horizon Models under a Contraction Assumption

BOOK CHAPTER published 1978 in Mathematics in Science and Engineering

On approximations to discrete-time stochastic control problems

BOOK CHAPTER published 1986 in Lecture Notes in Control and Information Sciences

Authors: G. B. Di Masi | W. J. Runggaldier | F. Chiariello

Non-Markov Processes in Continuous Time with Discrete State Spaces

BOOK CHAPTER published 1974 in Stochastic Processes

Authors: Rodney Coleman

A Remark on Impulse Control Problems with Risk-sensitive Criteria

PROCEEDINGS ARTICLE published April 2007 in Stochastic Processes and Applications to Mathematical Finance

Authors: Hideo Nagai

Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters

JOURNAL ARTICLE published January 2000 in Stochastic Analysis and Applications

Authors: D. Kannan

Discrete-Time Markov Chains

BOOK CHAPTER published 2013 in Markov Processes for Stochastic Modeling

Authors: Oliver C. Ibe