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Michel Delfour, Jean-Paul Zolésio (2005)

Control and Cybernetics

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Michel Delfour, Jean-Paul Zolésio (2005)

Control and Cybernetics

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Letzter, Edward S. (2001)

AMA. Algebra Montpellier Announcements [electronic only]

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Rao, N.Raj, Speicher, Roland (2007)

Electronic Communications in Probability [electronic only]

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Kera, Samet (2001)

Beiträge zur Algebra und Geometrie

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Friedrich Liese (2012)

Kybernetika

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The paper studies the relations between $\phi $-divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of $\phi $-divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms...

Pink, Richard, Wedhorn, Torsten (2011)

Documenta Mathematica

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Gévay, Gabor (2002)

Beiträge zur Algebra und Geometrie

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I. Chryssoverghi (2005)

Control and Cybernetics

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Némethi, András (2005)

Geometry & Topology

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Qingda Wei, Xian Chen (2014)

Kybernetika

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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...