Cover Image

Continuous-time mean field Markov decision models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bäuerle, Nicole, Höfer, Sebastian
Format:	Preprint
Published:	2023
Subjects:	Probability Optimization and Control 90C40, 60J27
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Note on the Bias and Kemeny's Constant in Markov Reward Processes with an Application to Markov Chain Perturbation
by: Ortner, Ronald
Published: (2024)

Stochastic dynamic programming with non-linear discounting
by: Bäuerle, Nicole, et al.
Published: (2020)

Blackwell optimality and policy stability for long-run risk sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2024)

Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2026)

Dynamic programming for the stochastic matching model on general graphs: the case of the `N-graph'
by: Jean, Loïc, et al.
Published: (2024)

Zero-one Laws for a Control Problem with Random Action Sets
by: Flesch, János, et al.
Published: (2024)

On additive averaging kernels for finite Markov chains
by: Lim, Ryan J. Y., et al.
Published: (2026)

A note on weak compactness of occupation measures for an absorbing Markov decision process
by: Dufour, François, et al.
Published: (2024)

Optimising two-block averaging kernels to speed up Markov chains
by: Lim, Ryan J. Y., et al.
Published: (2026)

Time-consistency in the mean-variance problem: A new perspective
by: Bäuerle, Nicole, et al.
Published: (2023)

Large independent sets in recursive Markov random graphs
by: Gupte, Akshay, et al.
Published: (2022)

Controlling the low-temperature Ising model using spatiotemporal Markov decision theory
by: de Jongh, M. C., et al.
Published: (2025)

Strategy Complexity of Limsup and Liminf Threshold Objectives in Countable MDPs, with Applications to Optimal Expected Payoffs
by: Mayr, Richard, et al.
Published: (2022)

Properties of Turnpike Functions for Discounted Finite MDPs
by: Feinberg, Eugene A., et al.
Published: (2025)

A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
by: Kerimkulov, Bekzhan, et al.
Published: (2023)

A partition method for bounding continuous-time Markov chain models of general reaction network
by: Ballif, Guillaume, et al.
Published: (2025)

Deep neural networks can provably solve Bellman equations for Markov decision processes without the curse of dimensionality
by: Jentzen, Arnulf, et al.
Published: (2025)

Efficient Learning for Entropy-Regularized Markov Decision Processes via Multilevel Monte Carlo
by: Meunier, Matthieu, et al.
Published: (2025)

Long run control of nonhomogeneous Markov processes
by: Stettner, Łukasz
Published: (2025)

Analysing heavy-tail properties of Stochastic Gradient Descent by means of Stochastic Recurrence Equations
by: Damek, Ewa, et al.
Published: (2024)

Information-theoretic minimax and submodular optimization algorithms for multivariate Markov chains
by: Lai, Zheyuan, et al.
Published: (2025)

Optimal strategies in Markov decision processes with finitely additive evaluations
by: Flesch, János, et al.
Published: (2026)

Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
by: Azze, Abel, et al.
Published: (2026)

Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
by: Bäuerle, Nicole, et al.
Published: (2020)

Asymptotically Optimal Policies for Weakly Coupled Markov Decision Processes
by: Goldsztajn, Diego, et al.
Published: (2024)

Mean-Field Langevin Diffusions with Density-dependent Temperature
by: Huang, Yu-Jui, et al.
Published: (2025)

Markov Decision Processes with Recursive Risk Measures
by: Bäuerle, Nicole, et al.
Published: (2020)

On Differential Stability of a Class of Convex Optimization Problems
by: Yen, Nguyen Dong, et al.
Published: (2024)

Duality of causal distributionally robust optimization
by: Jiang, Yifan
Published: (2024)

Degree corrected stochastic block model: excursion representation
by: Clancy Jr, David, et al.
Published: (2024)

Long-Run Average Reward Maximization of A Regulated Regime-Switching Diffusion Model
by: Zeng, Lingjia, et al.
Published: (2025)

On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies
by: Yu, Huizhen
Published: (2022)

On first passage time problems of Brownian motion -- The inverse method of images revisited
by: Christensen, Sören, et al.
Published: (2024)

Self-interacting CBO: Existence, uniqueness, and long-time convergence
by: Huang, Hui, et al.
Published: (2024)

Coming down from infinity for coordinated particle systems
by: Sreedhar, Varun
Published: (2025)

Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs
by: Perninge, Magnus
Published: (2024)

Optimal strategies for controlled growth in metastable Kawasaki dynamics
by: Baldassarri, Simone, et al.
Published: (2026)

Linear programming for finite-horizon vector-valued Markov decision processes
by: Mifrani, Anas, et al.
Published: (2025)

Fixation and stationary times for the $Λ$-Wright-Fisher process
by: Blancas, Airam, et al.
Published: (2023)

Biobjective optimization with M-convex functions
by: Fukuda, Ellen H., et al.
Published: (2025)