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A central limit theorem for normalized products of random matrices JOURNAL ARTICLE published June 2008 in Periodica Mathematica Hungarica |
Solutions of semi-Markov control models with recursive discount rates and approximation by $epsilon-$optimal policies JOURNAL ARTICLE published 26 September 2019 in Kybernetika |
Recurrence conditions for Markov decision processes with Borel state space: A survey JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
Constrained Markov Games: Nash Equilibria BOOK CHAPTER published 2000 in Advances in Dynamic Games and Applications |
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games MONOGRAPH published 2012 in ICP Advanced Texts in Mathematics |
Feedback Nash equilibria for linear quadratic descriptor differential games JOURNAL ARTICLE published April 2012 in Automatica |
General-sum stochastic games: Verifiability conditions for Nash equilibria JOURNAL ARTICLE published November 2012 in Automatica |
Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games MONOGRAPH published March 2012 in ICP Advanced Texts in Mathematics |
Necessary and sufficient conditions for a solution to the risk-sensitive Poisson equation on a finite state space JOURNAL ARTICLE published April 2009 in Systems & Control Letters |
A Characterization of the Optimal Certainty Equivalent of the Average Cost via the Arrow-Pratt Sensitivity Function JOURNAL ARTICLE published February 2016 in Mathematics of Operations Research |
Existence of nash equilibria for constrained stochastic games JOURNAL ARTICLE published May 2006 in Mathematical Methods of Operations Research |
On proper refinement of Nash equilibria for bimatrix games JOURNAL ARTICLE published February 2012 in Automatica |
Bias and Overtaking Equilibria for Markov Games BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics |
Markov-Nash equilibria in mean-field games with discounted cost PROCEEDINGS ARTICLE published May 2017 in 2017 American Control Conference (ACC) |
Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
Markov decision processes with risk-sensitive criteria: dynamic programming operators and discounted stochastic games PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
Value iteration in a class of controlled Markov chains with average-criterion: unbounded costs case PROCEEDINGS ARTICLE published in Proceedings of 1995 34th IEEE Conference on Decision and Control |
Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games JOURNAL ARTICLE published 17 September 2023 in Kybernetika |
Bias and overtaking equilibria for zero-sum continuous-time Markov games JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research |
Nonparametric estimation and adaptive control in a class of finite Markov decision chains JOURNAL ARTICLE published December 1991 in Annals of Operations Research |