Sign in
Facet browsing currently unavailable
Page 1 of 5808 results
Sort by: relevance publication year
|
Risk-sensitive average optimality in Markov decision processes JOURNAL ARTICLE published 28 December 2018 in Kybernetika |
|
Second order optimality in Markov decision chains JOURNAL ARTICLE published 12 January 2018 in Kybernetika |
|
Risk-Sensitive Average Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
|
Risk-Sensitive Optimality Criteria in Markov Decision Processes BOOK CHAPTER published in Operations Research Proceedings |
|
Strong average optimality criterion for continuous-time Markov decision processes JOURNAL ARTICLE published 2 January 2015 in Kybernetika |
|
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria JOURNAL ARTICLE published December 2009 in Mathematical Methods of Operations Research |
|
Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains BOOK CHAPTER published in Operations Research Proceedings |
|
First passage risk probability optimality for continuous time Markov decision processes JOURNAL ARTICLE published 10 March 2019 in Kybernetika |
|
Constrained Risk-Sensitive Markov Decision Chains BOOK CHAPTER published 2009 in Operations Research Proceedings 2008 |
|
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research |
|
A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion JOURNAL ARTICLE published November 2014 in Journal of Optimization Theory and Applications |
|
The exponential cost optimality for finite horizon semi-Markov decision processes JOURNAL ARTICLE published 17 August 2022 in Kybernetika |
|
Mean-variance optimality for semi-Markov decision processes under first passage criteria JOURNAL ARTICLE published 30 March 2017 in Kybernetika |
|
Controlled Markov chains with risk-sensitive exponential average cost criterion PROCEEDINGS ARTICLE published in Proceedings of the 36th IEEE Conference on Decision and Control |
|
On dynamic programming recursions for multiplicative Markov decision chains BOOK CHAPTER published 1976 in Mathematical Programming Studies |
|
Constrained optimality problem of Markov decision processes with Borel spaces and varying discount factors JOURNAL ARTICLE published 26 May 2021 in Kybernetika |
|
Value Convergence in Generalized Markov Decision Chains BOOK CHAPTER published 1994 in Operations Research ’93 |
|
Risk-sensitive average continuous-time Markov decision processes with unbounded rates JOURNAL ARTICLE published 3 April 2019 in Optimization Research funded by National Natural Science Foundation of China (11601166,11701483) | Fundamental Research Funds for the Central Universities of Xiamen University (20720170008) |
|
Another set of verifiable conditions for average Markov decision processes with Borel spaces JOURNAL ARTICLE published 12 May 2015 in Kybernetika |
|
On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002. |