Sign in
Facet browsing currently unavailable
Page 6 of 5821 results
Sort by: relevance publication year
|
Discounted approximations to the risk-sensitive average cost in finite Markov chains JOURNAL ARTICLE published June 2017 in Journal of Mathematical Analysis and Applications |
|
Markov decision processes with time-varying discount factors and random horizon JOURNAL ARTICLE published 30 March 2017 in Kybernetika |
|
Sensitive Optimality Criteria in Countable State Dynamic Programming JOURNAL ARTICLE published February 1977 in Mathematics of Operations Research |
|
Reversible Markov chains BOOK CHAPTER published 30 May 2002 in Finite Markov Chains and Algorithmic Applications |
|
THE OPTIMALITY EQUATIONS IN MULTICHAIN DENUMERABLE STATE MARKOV DECISION PROCESSES WITH THE AVERAGE COST CRITERION: THE BOUNDED COST CASE MULTISTAGE BAYESIAN ACCEPTANCE SAMPLING: OPTIMALITY OF A (z,c",c'^)-SAMPLING PLAN IN GASE OF A POLYA PRIOR DISTRIBUTION JOURNAL ARTICLE published January 1985 in Statistics & Risk Modeling |
|
STRONG AVERAGE OPTIMALITY FOR CONTROLLED NONHOMOGENEOUS MARKOV CHAINS* JOURNAL ARTICLE published 21 February 2001 in Stochastic Analysis and Applications |
|
Overtaking Optimality for Markov Decision Chains JOURNAL ARTICLE published May 1979 in Mathematics of Operations Research |
|
Controlled Semi-Markov Chains with Risk-Sensitive Average Cost Criterion JOURNAL ARTICLE published August 2016 in Journal of Optimization Theory and Applications Research funded by PSF Organization (015/300/02) | PRODEP (17332-UAAAN-CA23) |
|
Small world phenomenon, rapidly mixing Markov chains, and average consensus algorithms PROCEEDINGS ARTICLE published 2007 in 2007 46th IEEE Conference on Decision and Control |
|
Reducible Markov Chains BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers |
|
Average optimality for risk-sensitive control with general state space JOURNAL ARTICLE published 1 April 2007 in The Annals of Applied Probability |
|
Partially observable Markov decision processes with partially observable random discount factors JOURNAL ARTICLE published 9 February 2023 in Kybernetika |
|
Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs JOURNAL ARTICLE published 13 March 2019 in Kybernetika |
|
Regular Markov Chains BOOK CHAPTER published 19 April 2016 in Markov Chains and Decision Processes for Engineers and Managers |
|
Discounted approximations in risk-sensitive average Markov cost chains with finite state space JOURNAL ARTICLE published April 2020 in Mathematical Methods of Operations Research |
|
Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion JOURNAL ARTICLE published April 2023 in Stochastic Processes and their Applications Research funded by Science and Engineering Research Board (MTR/2021/000307) |
|
Average Optimality for Unbounded Rewards BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability |
|
Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions JOURNAL ARTICLE published December 2014 in Journal of Applied Probability |
|
On strong average optimality of markov decision processes with unbounded costs JOURNAL ARTICLE published March 1992 in Operations Research Letters |
|
Average Optimality for Finite Models BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability |