검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
EXPONENTIAL CONVERGENCE AND STABILITY OF HOWARD'S POLICY IMPROVEMENT ALGORITHM FOR CONTROLLED DIFFUSIONS Kerimkulov B, Siska D, Szpruch L SIAM Journal on Control and Optimization, 58(3), 1314, 2020 |
| 2 |
Mean-Variance Problems for Finite Horizon Semi-Markov Decision Processes Huang YH, Guo XP Applied Mathematics and Optimization, 72(2), 233, 2015 |
| 3 |
Random search for constrained Markov decision processes with multi-policy improvement Chang HS Automatica, 58, 127, 2015 |
| 4 |
JUMP-DIFFUSION RISK-SENSITIVE ASSET MANAGEMENT II: JUMP-DIFFUSION FACTOR MODEL Davis M, Lleo S SIAM Journal on Control and Optimization, 51(2), 1441, 2013 |
| 5 |
A policy improvement method in constrained stochastic dynamic programming Chang HS IEEE Transactions on Automatic Control, 51(9), 1523, 2006 |