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Lipschitz Continuity of Value Functions in Markovian Decision Processes

JOURNAL ARTICLE published September 2005 in Mathematical Methods of Operations Research

Authors: K. Hinderer

On essential information in sequential decision processes

JOURNAL ARTICLE published December 2005 in Mathematical Methods of Operations Research

Authors: Eugene A. Feinberg

Markov decision processes under observability constraints

JOURNAL ARTICLE published June 2005 in Mathematical Methods of Operations Research

Authors: Yasemin Serin | Vidyadhar Kulkarni

Markov Decision Processes with Average-Value-at-Risk criteria

JOURNAL ARTICLE published December 2011 in Mathematical Methods of Operations Research

Authors: Nicole Bäuerle | Jonathan Ott

Semi-infinite weighted Markov decision processes with perturbation

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Mohammed Abbad | Khalid Rahhali

Equivalence classes for optimizing risk models in Markov decision processes

JOURNAL ARTICLE published October 2004 in Mathematical Methods of Operational Research

Authors: Yoshio Ohtsubo | Kenji Toyonaga

Risk sensitive impulse control of non-Markovian processes

JOURNAL ARTICLE published August 2011 in Mathematical Methods of Operations Research

Authors: Ibtissam Hdhiri | Monia Karouf

Increasing Lipschitz continuous maximizers of some dynamic programs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: K. Hinderer

Generalized benefit functions and measurement of utility

JOURNAL ARTICLE published September 2004 in Mathematical Methods of Operational Research

Authors: Walter Briec | Philippe Gard�res

Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Quanxin Zhu | Xianping Guo | Yonglong Dai

Computer Aided Investigation of the Structure of Solutions of Markovian Decision Processes

BOOK CHAPTER published 1988 in Hector

Authors: K. Hinderer | D. Kadelka

Lipschitz continuity, Aleksandrov theorem and characterizations for H-convex functions

JOURNAL ARTICLE published January 2006 in Mathematische Annalen

Authors: Valentino Magnani

Markovian Decision Processes with Disturbances

BOOK CHAPTER published 2016 in Universitext

Authors: Karl Hinderer | Ulrich Rieder | Michael Stieglitz

Optimal decision under ambiguity for diffusion processes

JOURNAL ARTICLE published April 2013 in Mathematical Methods of Operations Research

Authors: Sören Christensen

Multicriteria impulsive control of jump Markov processes

JOURNAL ARTICLE published September 2004 in Mathematical Methods of Operational Research

Authors: A. B. Piunovskiy

An axiomatic approach to Markov decision processes

JOURNAL ARTICLE published February 2023 in Mathematical Methods of Operations Research

Authors: Adam Jonsson

On Markovian decision programming with recursive reward functions

JOURNAL ARTICLE published December 1990 in Annals of Operations Research

Authors: Jianyong Liu | Ke Liu

On undiscounted markovian decision processes with compact action spaces

JOURNAL ARTICLE published 1985 in RAIRO - Operations Research

Authors: Paul J. Schweitzer

The critical discount factor for finite Markovian decision processes with an absorbing set

JOURNAL ARTICLE published 1 April 2003 in Mathematical Methods of Operations Research (ZOR)

Authors: K. Hinderer | K.-H. Waldmann

Markovian Decision Processes with Discrete Transition Law

BOOK CHAPTER published 2016 in Universitext

Authors: Karl Hinderer | Ulrich Rieder | Michael Stieglitz