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Approximate dynamic programming for stochastic linear control problems on compact state spaces
Wörner, Stefan; Laumanns, Marco; Zenklusen, Rico; … - In: European journal of operational research : EJOR 241 (2015) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10010486896
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Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
Arruda, E. F.; Fragoso, M. D. - In: European journal of operational research : EJOR 240 (2015) 3, pp. 697-705
Persistent link: https://www.econbiz.de/10010486967
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Development of a system for human language commands and control for a quadcopter application
Özkartal, Serdar Gökhan - In: Journal of management research 7 (2015) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10010492967
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Evaluation model for e-tourism product : a hidden Markov model-based algorithm
Chang, Liu; Ouzrout, Yacine; Nongaillard, Antoine; … - In: International journal of technology management : IJTM 64 (2014) 1, pp. 45-63
Persistent link: https://www.econbiz.de/10010434526
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Optimal policies for constrained average-cost Markov decision processes
González-Hernández, Juan; Villarreal, César E. - In: Top : transactions in operations research 19 (2011) 1, pp. 107-120
Persistent link: https://www.econbiz.de/10009271627
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Portfolio optimization under partial information with expert opinions
Frey, Rüdiger; Gabih, Abdelali; Wunderlich, Ralf - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
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Particle filters for Markov switching stochastic volatility models
Yun, Bao; Chiarella, Carl; Kang, Boda - 2012
Persistent link: https://www.econbiz.de/10009564477
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Discounted cost optimality problem : stability with respect to weak metrics
Gordienko, Evgueni; Lemus-Rodríguez, Enrique; … - In: Mathematical methods of operations research 68 (2008) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10003748386
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Application of Markov drift processes to logistical systems modeling
Postan, Mikhail - In: Dynamics in Logistics : First International Conference, …, (pp. 443-455). 2008
Persistent link: https://www.econbiz.de/10003734912
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Finitely additive dynamic programming
Sudderth, William D. - In: Mathematics of operations research 41 (2016) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10011448301