Образец цитирования:
М. Ю. Китаев, “Полумарковские и скачкообразные марковские управляемые модели. Критерий средней цены”, Теория вероятн. и ее примен., 30:2 (1985), 252–268; Theory Probab. Appl., 30:2 (1986), 272–288
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\by М.~Ю.~Китаев
\paper Полумарковские и скачкообразные марковские управляемые модели. Критерий средней цены
\jour Теория вероятн. и ее примен.
\yr 1985
\vol 30
\issue 2
\pages 252--268
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\transl
\jour Theory Probab. Appl.
\yr 1986
\vol 30
\issue 2
\pages 272--288
\crossref{https://doi.org/10.1137/1130036}
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Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp1847
https://www.mathnet.ru/rus/tvp/v30/i2/p252
Эта публикация цитируется в следующих 47 статьяx:
Subrata Golui, “Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion”, Stochastic Analysis and Applications, 2025, 1
Subrata Golui, Chandan Pal, “Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space”, Stochastic Analysis and Applications, 41:2 (2023), 327
Anup Biswas, Vivek S. Borkar, “Ergodic risk-sensitive control—A survey”, Annual Reviews in Control, 55 (2023), 118
Subrata Golui, Chandan Pal, “Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion”, Stochastic Analysis and Applications, 40:1 (2022), 78
Fang Chen, Xianping Guo, Zhong-Wei Liao, “Optimal Stopping Time on Semi-Markov Processes with Finite Horizon”, J Optim Theory Appl, 194:2 (2022), 408
Subrata Golui, Chandan Pal, Subhamay Saha, “Continuous-Time Zero-Sum Games for Markov Decision Processes with Discounted Risk-Sensitive Cost Criterion”, Dyn Games Appl, 12:2 (2022), 485
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
Anup Biswas, Somnath Pradhan, “Ergodic risk-sensitive control of Markov processes on countable state space revisited”, ESAIM: COCV, 28 (2022), 26
Mrinal K. Ghosh, Subrata Golui, Chandan Pal, Somnath Pradhan, “Nonzero-Sum Risk-Sensitive Continuous-Time Stochastic Games with Ergodic Costs”, Appl Math Optim, 86:1 (2022)
Subrata Golui, Chandan Pal, “Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space”, Math Meth Oper Res, 95:2 (2022), 219
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
Chen F., Guo X., Liao Zh.-W., “Optimal Stopping Time on Discounted Semi-Markov Processes”, Front. Math. China, 16:2 (2021), 303–324
Xin Guo, Qiuli Liu, Yi Zhang, “Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates”, 4OR-Q J Oper Res, 17:4 (2019), 427
Xianping Guo, Zhong-Wei Liao, “Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates”, SIAM J. Control Optim., 57:6 (2019), 3857
Alexey Piunovskiy, “Realizable Strategies in Continuous-Time Markov Decision Processes”, SIAM J. Control Optim., 56:1 (2018), 473
Wenzhao Zhang, “Continuous-Time Constrained Stochastic Games under the Discounted Cost Criteria”, Appl Math Optim, 77:2 (2018), 275
Yonghui Huang, “Finite horizon continuous-time Markov decision processes with mean and variance criteria”, Discrete Event Dyn Syst, 28:4 (2018), 539
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