Optimality Conditions for Long-Run Average Rewards With Underselectivity and Nonsmooth Features
暂无分享,去创建一个
[1] M. Bartlett,et al. Weak ergodicity in non-homogeneous Markov chains , 1958, Mathematical Proceedings of the Cambridge Philosophical Society.
[2] Hiroshi Tanaka. Stochastic differential equations with reflecting boundary condition in convex regions , 1979 .
[3] G. Kallianpur. Stochastic differential equations and diffusion processes , 1981 .
[4] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .
[5] P. Lions,et al. Viscosity solutions of Hamilton-Jacobi equations , 1983 .
[6] Ioannis Karatzas,et al. Brownian Motion and Stochastic Calculus , 1987 .
[7] B. Øksendal. Stochastic differential equations : an introduction with applications , 1987 .
[8] P. Protter. Stochastic Differential Equations , 1990 .
[9] W. Fleming,et al. Controlled Markov processes and viscosity solutions , 1992 .
[10] Robert L. Smith,et al. Optimal average value convergence in nonhomogeneous Markov decision processes Yunsun Park, James C. Bean and Robert L. Smith. , 1993 .
[11] Martin L. Puterman,et al. Markov Decision Processes: Discrete Stochastic Dynamic Programming , 1994 .
[12] F. Klebaner. Introduction To Stochastic Calculus With Applications , 1999 .
[13] X. Zhou,et al. Stochastic Controls: Hamiltonian Systems and HJB Equations , 1999 .
[14] G. Peskir. A Change-of-Variable Formula with Local Time on Curves , 2005 .
[15] Xi-Ren Cao,et al. Stochastic learning and optimization - A sensitivity-based approach , 2007, Annual Reviews in Control.
[16] N. Harris. STOCHASTIC CONTROL , 2011 .
[17] Tao Lu,et al. Stochastic control via direct comparison , 2011, Discret. Event Dyn. Syst..
[18] Yuan-Hua Ni,et al. Policy Iteration Algorithm for Singular Controlled Diffusion Processes , 2013, SIAM J. Control. Optim..
[19] Li Qiu,et al. Partial-Information State-Based Optimization of Partially Observable Markov Decision Processes and the Separation Principle , 2014, IEEE Transactions on Automatic Control.
[20] Xi-Ren Cao,et al. Optimization of Average Rewards of Time Nonhomogeneous Markov Chains , 2015, IEEE Transactions on Automatic Control.
[21] B. Kawohl,et al. Jump discontinuous viscosity solutions to second order degenerate elliptic equations , 2015 .
[22] Anja Walter,et al. Introduction To Stochastic Calculus With Applications , 2016 .
[23] S. Aachen. Stochastic Differential Equations An Introduction With Applications , 2016 .
[24] Xi-Ren Cao,et al. State Classification of Time-Nonhomogeneous Markov Chains and Average Reward Optimization of Multi-Chains , 2016, IEEE Transactions on Automatic Control.
[25] Xi-Ren Cao,et al. Relative Time and Stochastic Control With Non-Smooth Features , 2017, IEEE Transactions on Automatic Control.
[26] Xi-Ren Cao,et al. SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY , 2013 .
[27] B. Øksendal,et al. Applied Stochastic Control of Jump Diffusions , 2004, Universitext.