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~language:"und"
~person:"Prieto-Rumeau, Tomás"
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Overtaking optimality
4
Average reward criteria
2
Average reward optimality
2
Average variance
2
Bias optimality
2
Blackwell optimality
2
Continuous-time controlled Markov chains
2
Continuous-time controlled Markov chains (also known as Markov decision processes)
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Continuous-time zero-sum Markov games
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Laurent series
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Markov decision processes
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Sensitive discount criteria
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Prieto-Rumeau, Tomás
Scalas, Enrico
10
Friedman, Daniel
6
Guo, Xianping
6
Hernández-Lerma, Onésimo
6
Oprea, Ryan
6
Andersen, Torben G.
5
Bollerslev, Tim
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Gao, Jiti
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Hong, Yongmiao
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McAleer, Michael
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Posch, Olaf
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Trimborn, Timo
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Augeraud-Véron, Emmanuelle
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Casas, Isabel
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D'Albis, Hippolyte
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Diebold, Francis X.
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Gandolfo, Giancarlo
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Guerrazzi, Marco
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Horsley, Anthony
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Kleinow, Torsten
4
Mainardi, Francesco
4
Raberto, Marco
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Behringer, Stefan
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Cardaliaguet, Pierre
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Federici, Daniela
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Folmer, Henk
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Gourdel, Pascal
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Hess, Wolfgang
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Kristensen, Dennis
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Kutner, Ryszard
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Laraki, Rida
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Logeay, Camille
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Maggi, Bernardo
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Meerschaert, Mark M.
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Nijkamp, Peter
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Patuelli, Roberto
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Persson, Maria
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Platen, Eckhard
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Touzi, Nizar
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Computational Statistics
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Mathematical Methods of Operations Research
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RePEc
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1
Variance minimization and the overtaking optimality approach to
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
70
(
2009
)
3
,
pp. 527-540
This paper deals with denumerable-state
continuous-time
controlled Markov chains with possibly unbounded transition and …
Persistent link: https://www.econbiz.de/10010759505
Saved in:
2
Variance minimization and the overtaking optimality approach to
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
70
(
2009
)
3
,
pp. 527-540
This paper deals with denumerable-state
continuous-time
controlled Markov chains with possibly unbounded transition and …
Persistent link: https://www.econbiz.de/10010999914
Saved in:
3
Bias and overtaking equilibria for zero-sum
continuous-time
Markov games
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
61
(
2005
)
3
,
pp. 437-454
This paper deals with
continuous-time
zero-sum two-person Markov games with denumerable state space, general (Borel …
Persistent link: https://www.econbiz.de/10010847694
Saved in:
4
The Laurent series, sensitive discount and Blackwell optimality for
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Computational Statistics
61
(
2005
)
1
,
pp. 123-145
This paper gives conditions for the convergence of the Laurent series expansion for a class of
continuous-time
…
Persistent link: https://www.econbiz.de/10010847972
Saved in:
5
Bias and overtaking equilibria for zero-sum
continuous-time
Markov games
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
61
(
2005
)
3
,
pp. 437-454
This paper deals with
continuous-time
zero-sum two-person Markov games with denumerable state space, general (Borel …
Persistent link: https://www.econbiz.de/10010999720
Saved in:
6
The Laurent series, sensitive discount and Blackwell optimality for
continuous-time
controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical Methods of Operations Research
61
(
2005
)
1
,
pp. 123-145
This paper gives conditions for the convergence of the Laurent series expansion for a class of
continuous-time
…
Persistent link: https://www.econbiz.de/10010999972
Saved in:
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