//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optimality equations"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
optimality equations
4
Discrete
2
Nonstationary Markov decision processes
2
average expected criteria
2
average variance criterion
2
optimal Markov policies
2
strong average-canonical optimal policies
2
time Markov decision processes
2
Bellman optimality equations
1
Decision
1
Dynamic programming
1
Dynamische Optimierung
1
Entscheidung
1
Markov chain
1
Markov decision process
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Theorie
1
Theory
1
generalized Newton method
1
multitype branching processes
1
polynomial time algorithms
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
4
English
1
Author
All
Guo, Xianping
4
Shi, Peng
2
Zhu, Weiping
2
Etessami, Kousha
1
Stewart, Alistair
1
Yannakakis, Mihalis
1
Published in...
All
Computational Statistics
2
Mathematical Methods of Operations Research
2
Mathematics of operations research
1
Source
All
RePEc
4
ECONIS (ZBW)
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Polynomial time algorithms for branching Markov decision processes and probabilistic min(max) polynomial Bellman equations
Etessami, Kousha
;
Stewart, Alistair
;
Yannakakis, Mihalis
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 34-62
Persistent link: https://www.econbiz.de/10012183018
Saved in:
2
A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping
;
Shi, Peng
;
Zhu, Weiping
- In:
Mathematical Methods of Operations Research
52
(
2000
)
2
,
pp. 287-306
rewards and denumerable state space, we first construct, under some conditions, a solution to the
optimality
equations
(OEs …
Persistent link: https://www.econbiz.de/10010999641
Saved in:
3
A new strong optimality criterion for nonstationary Markov decision processes
Guo, Xianping
;
Shi, Peng
;
Zhu, Weiping
- In:
Computational Statistics
52
(
2000
)
2
,
pp. 287-306
rewards and denumerable state space, we first construct, under some conditions, a solution to the
optimality
equations
(OEs …
Persistent link: https://www.econbiz.de/10010759240
Saved in:
4
Nonstationary denumerable state Markov decision processes – with average variance criterion
Guo, Xianping
- In:
Computational Statistics
49
(
1999
)
1
,
pp. 87-96
criterion on a countable state space, finite action spaces and bounded one-step rewards. From the
optimality
equations
which are …
Persistent link: https://www.econbiz.de/10010847732
Saved in:
5
Nonstationary denumerable state Markov decision processes – with average variance criterion
Guo, Xianping
- In:
Mathematical Methods of Operations Research
49
(
1999
)
1
,
pp. 87-96
criterion on a countable state space, finite action spaces and bounded one-step rewards. From the
optimality
equations
which are …
Persistent link: https://www.econbiz.de/10010950146
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->