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Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processes

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

Authors: Stefano P. Coraluppi | Steven I. Marcus

Markov Processes with Countable State Spaces

BOOK CHAPTER published 1996 in Discrete Stochastic Processes

Authors: Robert G. Gallager

Markov processes with countable-state spaces

BOOK CHAPTER published in Stochastic Processes

Countable-state Markov chains

BOOK CHAPTER published in Stochastic Processes

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

JOURNAL ARTICLE published 3 September 2015 in Stochastic Analysis and Applications

Authors: K. Suresh Kumar | Chandan Pal

Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes

JOURNAL ARTICLE published 2 March 2009 in Stochastic Analysis and Applications

Authors: Héctor Jasso-Fuentes | Onésimo Hernández-Lerma

Zero-sum risk-sensitive stochastic games on a countable state space

JOURNAL ARTICLE published January 2014 in Stochastic Processes and their Applications

Research funded by IIM Bangalore Young Faculty Research Chair (190) | DST Fast Track Scheme for Young Scientists (SR/FTP/MS-08/2009)

Authors: Arnab Basu | Mrinal Kanti Ghosh

Finite State Markov Chains

BOOK CHAPTER published 1996 in Discrete Stochastic Processes

Authors: Robert G. Gallager

Uniform CLT for Markov chains with a countable state space

JOURNAL ARTICLE published April 1990 in Stochastic Processes and their Applications

Authors: Shlomo Levental

The CLT for Markov chains with a countable state space embedded in the space lp

JOURNAL ARTICLE published January 2001 in Stochastic Processes and their Applications

Authors: Tsung-Hsi Tsai

Constrained Continuous-Time Markov Control Processes with Discounted Criteria

JOURNAL ARTICLE published 4 January 2003 in Stochastic Analysis and Applications

Authors: Xianping Guo | Onésimo Hernández-Lerma

Empirical law of the iterated logarithm for Markov chains with a countable state space

JOURNAL ARTICLE published October 2000 in Stochastic Processes and their Applications

Authors: Tsung-Hsi Tsai

Games of singular control and stopping driven by spectrally one-sided Lévy processes

JOURNAL ARTICLE published January 2015 in Stochastic Processes and their Applications

Research funded by MEXT KAKENHI (22710143,26800092) | JSPS KAKENHI (23310103)

Authors: Daniel Hernández-Hernández | Kazutoshi Yamazaki

Countable Markov Chains

BOOK CHAPTER published 3 October 2018 in Introduction to Stochastic Processes

Continuous time control of Markov processes on an arbitrary state space: Average return criterion

JOURNAL ARTICLE published January 1976 in Stochastic Processes and their Applications

Authors: Bharat T. Doshi

FILTERING OF MARKOV PROCESSES IN DISCRETE TIME BY MONTE-CARLO METHOD

BOOK CHAPTER published 1987 in Stochastic Control

Authors: V.B. Svetnik | V.S. Zaritsky | V.S. Posdnikin

A control approach to robust utility maximization with logarithmic utility and time-consistent penalties

JOURNAL ARTICLE published August 2007 in Stochastic Processes and their Applications

Authors: Daniel Hernández-Hernández | Alexander Schied

Risk sensitive control of discrete time partially observed markov processes with infinite horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G.B. Di masi | L. Sthttner

Partially Observed Control Problems with Multiplicative Cost

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

Authors: Daniel Hernández-Hernández

Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G. B. Di Masi | L. Stettner