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Optimal and Nearly Optimal Policies in Markov Decision Chains with Nonnegative Rewards and Risk-Sensitive Expected Total-Reward Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Rolando Cavazos-Cadena | Raúl Montes-de-Oca

Average Optimality for Adaptive Markov Control Processes with Unbounded Costs and Unknown Disturbance Distribution

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: J. Adolfo Minjárez-Sosa

Optimality Conditions for CTMDP with Average Cost Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Xianping Guo | Weiping Zhu

Basic Optimality Criteria

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Sensitive Discount Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

On Solutions of Backward Stochastic Differential Equations with Jumps and Stochastic Control

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Situ Rong

Optimal Switching Problem for Markov Chains

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: A. A. Yushkevich

Branching Exit Markov System and their Applications to Partial Differential Equations

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: E. B. Dynkin

Long Term Average Control of a Local Time Process

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Marta S. Mendiondo | Richard H. Stockbridge

Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Brief Survey

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Suresh P. Sethi

Interval Methods for Uncertain Markov Decision Processes

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Masami Kurano | Masami Yasuda | Jun-ichi Nakagami

Blackwell Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Preconditioned Krylov Subspace Methods for the Numerical Solution of Markov Chains

BOOK CHAPTER published 1995 in Computations with Markov Chains

Authors: Yousef Saad

Overtaking, Bias, and Variance Optimality

BOOK CHAPTER published March 2012 in ICP Advanced Texts in Mathematics

Finite Horizon Portfolio Risk Models with Probability Criterion

BOOK CHAPTER published 2002 in Markov Processes and Controlled Markov Chains

Authors: Yuanlie Lin | Jerzy A. Filar | Ke Liu

The Nth-Bias and Blackwell Optimality

BOOK CHAPTER published 2021 in SpringerBriefs in Electrical and Computer Engineering

Authors: Xi-Ren Cao

Average Optimality for Nonnegative Costs

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Constrained Optimality for Average Criteria

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Optimal Control of Markov Processes: Classical Solutions

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Optimization of Average Rewards: Multi-Chains

BOOK CHAPTER published 2021 in SpringerBriefs in Electrical and Computer Engineering

Authors: Xi-Ren Cao