-
1
-
-
0023842256
-
Mean, Variance and probabilistic criteria in finite Markov decision processes: A review
-
White D. J. Mean, Variance and probabilistic criteria in finite Markov decision processes: A review. J. Optim. Theory Appl. 56:1988;1-29.
-
(1988)
J. Optim. Theory Appl.
, vol.56
, pp. 1-29
-
-
White, D.J.1
-
2
-
-
0000154793
-
Risk-sensitive Markov decision processes
-
Howard R. A., Matheson J. E. Risk-sensitive Markov decision processes. Management Sci. 8:1972;356-369.
-
(1972)
Management Sci.
, vol.8
, pp. 356-369
-
-
Howard, R.A.1
Matheson, J.E.2
-
3
-
-
0039636232
-
On the stochastic ordering of Markov chains
-
Derman C., Ignall E. On the stochastic ordering of Markov chains. Oper. Res. 23:1975;574-576.
-
(1975)
Oper. Res.
, vol.23
, pp. 574-576
-
-
Derman, C.1
Ignall, E.2
-
6
-
-
0023104635
-
Discounted MDPs distribution functions and exponential utility maximization
-
Chung Kun-Jen, Sobel Matthew J. Discounted MDPs distribution functions and exponential utility maximization. SIAM J. Control Optim. 25:1987;49-62.
-
(1987)
SIAM J. Control Optim.
, vol.25
, pp. 49-62
-
-
Chung Kun-Jen1
Sobel Matthew, J.2
-
7
-
-
0040822860
-
Optimal models for the first arrival time distribution function in continuous time - A special case
-
Lin Yuanlie, Tomkins R. J., Wang Chunglie. Optimal models for the first arrival time distribution function in continuous time - a special case. Acta Math. Appl. Sinica. 10:1994;194-212.
-
(1994)
Acta Math. Appl. Sinica
, vol.10
, pp. 194-212
-
-
Lin Yuanlie1
Tomkins, R.J.2
Wang Chunglie3
-
8
-
-
0020889951
-
Reliability-constrained Markov decision programming and penalty factor method
-
Zhang Wanqi, Jiang Qiyuan, Lin Yuanlie. Reliability-constrained Markov decision programming and penalty factor method. J. Tsinghua Univ. 23:1983;61-71.
-
(1983)
J. Tsinghua Univ.
, vol.23
, pp. 61-71
-
-
Zhang Wanqi1
Jiang Qiyuan2
Lin Yuanlie3
-
9
-
-
0039636233
-
Three problems of applying Markov decision programming to the optimal regulation of hydropower station reservoirs
-
Beijing, China
-
Yuanlie, Lin, Qiyuan, Jiang, Three problems of applying Markov decision programming to the optimal regulation of hydropower station reservoirs, in, China-Japan Symposium on Statistics, Beijing, China, 1984, 143-147.
-
(1984)
In, China-Japan Symposium on Statistics
, pp. 143-147
-
-
Lin, Y.1
Jiang, Q.2
-
10
-
-
21844526450
-
Target-level criterion in Markov decision processes
-
Bauakiz M., Kiber Y. Target-level criterion in Markov decision processes. J. Optim. Appl. 86:1995;1-15.
-
(1995)
J. Optim. Appl.
, vol.86
, pp. 1-15
-
-
Bauakiz, M.1
Kiber, Y.2
-
11
-
-
0020734867
-
Percentiles and Markov decision processes
-
Filar J. A. Percentiles and Markov decision processes. Oper. Res. Lett. 2:1983;13-15.
-
(1983)
Oper. Res. Lett.
, vol.2
, pp. 13-15
-
-
Filar, J.A.1
-
12
-
-
0029219995
-
Percentile performance criteria for limiting average Markov decision processes
-
Filar J. A., Krass D., Ross K. W. Percentile performance criteria for limiting average Markov decision processes. IEEE Trans. Automat. Control. 40:1995;2-9.
-
(1995)
IEEE Trans. Automat. Control
, vol.40
, pp. 2-9
-
-
Filar, J.A.1
Krass, D.2
Ross, K.W.3
-
13
-
-
0000919456
-
Minimizing a threshold probability in discounted Markov decision processes
-
White D. J. Minimizing a threshold probability in discounted Markov decision processes. J. Math. Anal. Appl. 173:1993;634-646.
-
(1993)
J. Math. Anal. Appl.
, vol.173
, pp. 634-646
-
-
White, D.J.1
-
16
-
-
0040228149
-
Optimal models for the first arrival time distribution function in continuous time
-
Lin Yuanlie, Tomkins R. J., Wang Chunglie. Optimal models for the first arrival time distribution function in continuous time. Proc. APORS'91. 14:1991;292-299.
-
(1991)
Proc. APORS'91
, vol.14
, pp. 292-299
-
-
Lin Yuanlie1
Tomkins, R.J.2
Wang Chunglie3
-
17
-
-
0039636230
-
Models for the first arrival time distribution function optimization and risk minimization
-
Lin Yuanlie, Lin Jianxing. Models for the first arrival time distribution function optimization and risk minimization. 53-59. J. Tsinghua Univ. 36:1995.
-
(1995)
53-59 J. Tsinghua Univ.
, vol.36
-
-
Lin Yuanlie1
Lin Jianxing2
-
19
-
-
0039636159
-
Continuous time first arrival target models. I. Discounted moment optimal models
-
Lin Yuanlie. Continuous time first arrival target models. I. Discounted moment optimal models. ACTA Math. Appl. Sinica. 14:1991;116-124.
-
(1991)
ACTA Math. Appl. Sinica
, vol.14
, pp. 116-124
-
-
Lin Yuanlie1
-
20
-
-
0027612063
-
Optimal models for the first arrival target in continuous time. II. L optimal problems
-
Lin Yuanlie. Optimal models for the first arrival target in continuous time. II. L optimal problems. J. Tsinghua Univ. 33:1993;1-9.
-
(1993)
J. Tsinghua Univ.
, vol.33
, pp. 1-9
-
-
Lin Yuanlie1
-
21
-
-
0040822858
-
Models for first arrival target distribution function optimization and risk minimization in discrete time
-
Beijing, August Proceedings 375
-
Yuanlie, Lin, Xingxing, Yu, Jianxing, Lin, Models for first arrival target distribution function optimization and risk minimization in discrete time, in, Operations Research and Its Applications, First International Symposium, ISORA'95, Beijing, August 1995 Proceedings, 368, 375.
-
(1995)
In, Operations Research and Its Applications, First International Symposium, ISORA'95
, pp. 368
-
-
Lin, Y.1
Yu, X.2
Lin, J.3
-
23
-
-
0000615044
-
Discrete dynamic programming
-
Blackwell David. Discrete dynamic programming. Ann. Statist. 33:1962;719-726.
-
(1962)
Ann. Statist.
, vol.33
, pp. 719-726
-
-
Blackwell David1
|