Strength
发表于 2025-3-23 11:14:00
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迎合
发表于 2025-3-23 14:37:52
Monotone optimal policies for Markov decision processes,ally ordered and whose action space is a compact subset of the real line. Knowing that such a policy exists, then the search for an optimal policy within the class of all policies can be restricted to the subclass of monotone policies. We also extend (using a new proof) some characterization theorem
UTTER
发表于 2025-3-23 19:20:00
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Desert
发表于 2025-3-24 00:46:44
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beta-cells
发表于 2025-3-24 04:41:17
A laurent series for the resolvent of a strongly continuous stochastic semi-group,e corresponding resolvent. We show ..=λ...+σ.(−λ)..., assuming .. is a uniform limit of .., at infinity and .=∫.(..−..)d...This Laurent expansion is of interest in the theory of controlled Markov processes. Suppose (..). is a Markov process having transitions (..) and describing the evolution of som
enlist
发表于 2025-3-24 06:41:31
A laurent series for the resolvent of a strongly continuous stochastic semi-group, at time . is discounted to a present value of e.. Our result expands this total discounted cost as a Laurent series in the interest rate λ..More details are given for finite state Markov chains and diffusion processes on compact intervals.
轻信
发表于 2025-3-24 13:29:35
Regenerative Markov decision models,l policies do exist and limit decision rules, as the discount-factor tends to one, of discounted optimal rules are bias or equivalently average-overtaken optimal. Finally, an iteration procedure to compute sensitive discount optimal policies is given.
ONYM
发表于 2025-3-24 18:07:03
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Phonophobia
发表于 2025-3-24 20:43:45
Density functions for random matrix equations,this paper, a partial differential equation for the density function of the solution to the matrix equation is derived. For a restricted class of systems, the solution to the partial differential equation is reduced to the solution of a set of associated ordinary differential equations. A scalar example is provided.
commune
发表于 2025-3-25 01:45:52
Two-person nonzero sum stochastic differential games with stopping time,A nonzero sum stochastic differential game is considered, with two payoffs, . where . is one dimensional Brownian motion and τ., τ. are stopping times≤.. The existence of a saddle point follows from the existence of a “strong” solution to a system of two quasi-variational inequalities. The proof of existence of a “weak” solution is outlined.