Markov control models with unknown random state–action-dependent discount factors-Reference-Cited by-同舟云学术

Markov control models with unknown random state–action-dependent discount factors

Published:2015-02-13 Issue:3 Volume:23 Page:743-772
ISSN:1134-5764
Container-title:TOP
language:en
Short-container-title:TOP

Author:

Minjárez-Sosa J. Adolfo

Publisher

Springer Science and Business Media LLC

Subject

Discrete Mathematics and Combinatorics,Statistics and Probability,Management Science and Operations Research,Information Systems and Management,Modelling and Simulation

Link

http://link.springer.com/content/pdf/10.1007/s11750-015-0360-5.pdf

Reference39 articles.

1. Altman E (1999) Constrained Markov decision processes. Chapman and Hall, London

2. Ash RB (1972) Real analysis and probability. Academic Press, New York

3. Bertsekas DP, Shreve SE (1978) Stochastic optimal control: the discrete-time case. Academic Press, New York

4. Bertsekas DP (1987) Dynamic programming: deterministic and stochastic models. Prentice-Hall, Englewood Cliffs

5. Borkar VS (1998) A convex analytic approach to Markov decision processes. Probab Theory Relat Fields 78:583–602

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