controlled markov processes Latest Research Papers

Controlled Markov Processes With Safety State Constraints

IEEE Transactions on Automatic Control ◽

10.1109/tac.2018.2849556 ◽

2019 ◽

Vol 64 (3) ◽

pp. 1003-1018 ◽

Cited By ~ 3

Author(s):

Mahmoud El Chamie ◽

Yue Yu ◽

Behcet Acikmese ◽

Masahiro Ono

Keyword(s):

Markov Processes ◽

State Constraints ◽

Controlled Markov Processes

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Rational inattention in controlled Markov processes

2013 American Control Conference ◽

10.1109/acc.2013.6580906 ◽

2013 ◽

Cited By ~ 3

Author(s):

Ehsan Shafieepoorfard ◽

Maxim Raginsky ◽

Sean P. Meyn

Keyword(s):

Markov Processes ◽

Rational Inattention ◽

Controlled Markov Processes

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Controlled Markov Processes

Markov Processes for Stochastic Modeling ◽

10.1016/b978-0-12-407795-9.00013-x ◽

2013 ◽

pp. 377-416

Author(s):

Oliver C. Ibe

Keyword(s):

Markov Processes ◽

Controlled Markov Processes

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On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

Stochastics ◽

10.1080/17442508.2011.580347 ◽

2011 ◽

Vol 84 (1) ◽

pp. 55-78 ◽

Cited By ~ 9

Author(s):

Francois Dufour ◽

Richard H. Stockbridge

Keyword(s):

Markov Processes ◽

Continuous Time ◽

Optimal Controls ◽

Controlled Markov Processes

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Dynkin, E. B./Yushkevich, A. A., Controlled Markov Processes. Grundlehren der mathematischen Wissenschaften 235. Berlin-Heidelberg-New York, Springer-Verlag 1979. XVII, 289 S., 36 Abb., DM 79,50. US $ 46.90. ISBN 3-540-90387-9

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19810610317 ◽

2008 ◽

Vol 61 (3-5) ◽

pp. 206-207

Author(s):

E. Platen

Keyword(s):

New York ◽

Markov Processes ◽

Controlled Markov Processes

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Controlled Markov Processes and Viscosity Solutions

10.1007/0-387-31071-1 ◽

2006 ◽

Cited By ~ 50

Keyword(s):

Markov Processes ◽

Viscosity Solutions ◽

Controlled Markov Processes

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On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

Proceedings of the 41st IEEE Conference on Decision and Control, 2002. ◽

10.1109/cdc.2002.1184709 ◽

2003 ◽

Author(s):

A. Brau-Rojas ◽

E. Fernandez-Gaucherand

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Average Criterion ◽

Optimality Inequality ◽

Controlled Markov Processes

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Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria

Proceedings of 32nd IEEE Conference on Decision and Control ◽

10.1109/cdc.1993.325124 ◽

2002 ◽

Cited By ~ 1

Author(s):

E. Fernandez-Gaucherand ◽

M.K. Ghosh ◽

S.I. Marcus

Keyword(s):

Markov Processes ◽

Planning Horizon ◽

Infinite Planning Horizon ◽

Controlled Markov Processes

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Uniform Stability of Controlled Markov Processes

The Kluwer International Series in Engineering and Computer Science - System Theory: Modeling, Analysis and Control ◽

10.1007/978-1-4615-5223-9_8 ◽

2000 ◽

pp. 107-120 ◽

Cited By ~ 1

Author(s):

Vivek S. Borkar

Keyword(s):

Markov Processes ◽

Uniform Stability ◽

Controlled Markov Processes

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Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes

Applied Mathematics & Optimization ◽

10.1007/s002459900126 ◽

1999 ◽

Vol 40 (3) ◽

pp. 273-285 ◽

Cited By ~ 25

Author(s):

D. Hernández-Hernández

Keyword(s):

Markov Processes ◽

Risk Sensitive ◽

Controlled Markov Processes

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controlled markov processes
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Controlled Markov Processes With Safety State Constraints

Rational inattention in controlled Markov processes

Controlled Markov Processes

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

Dynkin, E. B./Yushkevich, A. A., Controlled Markov Processes. Grundlehren der mathematischen Wissenschaften 235. Berlin-Heidelberg-New York, Springer-Verlag 1979. XVII, 289 S., 36 Abb., DM 79,50. US $ 46.90. ISBN 3-540-90387-9

Controlled Markov Processes and Viscosity Solutions

On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria

Uniform Stability of Controlled Markov Processes

Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes

Export Citation Format

controlled markov processesRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Controlled Markov Processes With Safety State Constraints

Rational inattention in controlled Markov processes

Controlled Markov Processes

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

Dynkin, E. B./Yushkevich, A. A., Controlled Markov Processes. Grundlehren der mathematischen Wissenschaften 235. Berlin-Heidelberg-New York, Springer-Verlag 1979. XVII, 289 S., 36 Abb., DM 79,50. US $ 46.90. ISBN 3-540-90387-9

Controlled Markov Processes and Viscosity Solutions

On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

Controlled Markov processes on the infinite planning horizon: weighted and overtaking cost criteria

Uniform Stability of Controlled Markov Processes

Existence of Risk-Sensitive Optimal Stationary Policies for Controlled Markov Processes

controlled markov processes
Recently Published Documents