Образец цитирования:
А. А. Юшкевич, “Управляемые скачкообразные марковские модели”, Теория вероятн. и ее примен., 25:2 (1980), 247–270; Theory Probab. Appl., 25:2 (1981), 244–266
\RBibitem{Yus80}
\by А.~А.~Юшкевич
\paper Управляемые скачкообразные марковские модели
\jour Теория вероятн. и ее примен.
\yr 1980
\vol 25
\issue 2
\pages 247--270
\mathnet{http://mi.mathnet.ru/tvp1083}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572559}
\zmath{https://zbmath.org/?q=an:0458.90078|0445.93045}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 244--266
\crossref{https://doi.org/10.1137/1125034}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000002}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp1083
https://www.mathnet.ru/rus/tvp/v25/i2/p247
Эта публикация цитируется в следующих 18 статьяx:
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 47:2 (2022), 1266–1286
Е. А. Файнберг, А. Н. Ширяев, “Уравнения Колмогорова для скачкообразных марковских процессов и их применения в задачах управления”, Теория вероятн. и ее примен., 66:4 (2021), 734–759; E. A. Feinberg, A. N. Shiryaev, “Kolmogorov's equations for jump Markov processes and their applications to control problems”, Theory Probab. Appl., 66:4 (2022), 582–600
Alexey Piunovskiy, “Realizable Strategies in Continuous-Time Markov Decision Processes”, SIAM J. Control Optim., 56:1 (2018), 473
A. Calvia, “Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation”, SIAM J. Control Optim., 56:3 (2018), 2000
Yehuda Levy, “Continuous-Time Stochastic Games of Fixed Duration”, Dyn Games Appl, 3:2 (2013), 279
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, 52nd IEEE Conference on Decision and Control, 2013, 5728
A.B. Piunovskiy, “DISCOUNTED CONTINUOUS TIME MARKOV DECISION PROCESSES: THE CONVEX ANALYTIC APPROACH”, IFAC Proceedings Volumes, 38:1 (2005), 31
Eugene A. Feinberg, “Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach”, Mathematics of OR, 29:3 (2004), 492
E.A. Feinberg, 1, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 1999, 937
Qiying. Hu ∗, jinling. Wang, “Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards”, Optimization, 43:3 (1998), 219
А. Б. Пиуновский, “Управляемая скачкообразная модель с дисконтированием при наличии ограничений”, Теория вероятн. и ее примен., 42:1 (1997), 108–133; A. B. Piunovskiy, “A controlled jump discounted model with constraints”, Theory Probab. Appl., 42:1 (1998), 51–72
A. I. Shtern, B. A. Efimov, S. Yu. Maslov, V. A. Dushskiǐ, P. I. Lizorkin, Yu. A. Bakhturin, I. Kh. Sabitov, A. N. Parshin, A. V. Prokhorov, I. O. Sarmanov, E. D. Solomentsev, V. V. Fedorchuk, V. V. Afanas'ev, E. G. Goluzina, G. V. Kuz'mina, V. V. Sazonov, I. V. Proskuryakov, A. V. Arkhangel'skiǐ, B. V. Khvedelidze, B. I. Golubov, S. A. Telyakovskiǐ, V. A. Chuyanov, V. E. Plisko, P. S. Modenov, A. B. Ivanov, A. S. Fedenko, V. L. Popov, E. M. Chirka, D. P. Zhelobenko, N. N. Vil'yams, A. V. Chernavskiǐ, O. A. Ivanova, G. A. Meshcheryakov, V. I. Pashkovskiǐ, D. D. Sokolov, E. A. Palyutin, M. Sh. Tsalenko, D. V. Anosov, V. A. Skvortsov, V. A. Eleev, L. D. Kudryavtsev, A. M. Nakhushev, V. M. Millionshchikov, A. P. Soldatov, V. V. Pospelov, E. V. Shikin, E. N. Kuz'min, D. B. Anosov, N. K. Nikol'skiǐ, E. G. Sklyarenko, D. O. Baladze, S. N. Malygin, L. A. Skornyakov, Yu. V. Prokhorov, A. L. Onishchik, L. A. Bokut', A. F. A, Encyclopaedia of Mathematics, 1995, 489
Plum Hans-joachim, “Impulsive and continuously acting control of jump processes-time discretization”, Stochastics and Stochastic Reports, 36:3-4 (1991), 163
Nico M. Van dijk, “A note on constructing e-optimal policies for controlled markov jump models with unbounded characteristics”, Stochastics and Stochastic Reports, 27:1 (1989), 51
Nico M. van Dijk, “On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation”, Stochastic Processes and their Applications, 28:1 (1988), 141
М. Ю. Китаев, “Полумарковские и скачкообразные марковские управляемые модели. Критерий средней цены”, Теория вероятн. и ее примен., 30:2 (1985), 252–268; M. Yu. Kitaev, “Semi-Markov and jump Markov controlled models. Average value criterion”, Theory Probab. Appl., 30:2 (1986), 272–288
Hans-Joachim Plum, Operations Research Proceedings, 1983, DGOR, 1984, 487
А. А. Юшкевич, Р. Я. Читашвили, “Управляемые случайные последовательности и цепи Маркова”, УМН, 37:6(228) (1982), 213–242; A. A. Yushkevich, R. Ya. Chitashvili, “Controlled random sequences and Markov chains”, Russian Math. Surveys, 37:6 (1982), 239–274