All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 14 Next

Displaying 261 – 280 of 319

Showing per page

Strong average optimality criterion for continuous-time Markov decision processes

Qingda Wei, Xian Chen (2014)

Kybernetika

This paper deals with continuous-time Markov decision processes with the unbounded transition rates under the strong average cost criterion. The state and action spaces are Borel spaces, and the costs are allowed to be unbounded from above and from below. Under mild conditions, we first prove that the finite-horizon optimal value function is a solution to the optimality equation for the case of uncountable state spaces and unbounded transition rates, and that there exists an optimal deterministic...

Strong-weak Stackelberg Problems in Finite Dimensional Spaces

Aboussoror, Abdelmalek, Loridan, Pierre (1995)

Serdica Mathematical Journal

We are concerned with two-level optimization problems called strongweak Stackelberg problems, generalizing the class of Stackelberg problems in the strong and weak sense. In order to handle the fact that the considered two-level optimization problems may fail to have a solution under mild assumptions, we consider a regularization involving ε-approximate optimal solutions in the lower level problems. We prove the existence of optimal solutions for such regularized problems and present some approximation...

Currently displaying 261 – 280 of 319