Continuous time markov decision processes with interventions (Q3964342): Difference between revisions

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Latest revision as of 16:24, 13 June 2024

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Continuous time markov decision processes with interventions
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    Continuous time markov decision processes with interventions (English)
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    1983
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    continuous-time Markov decision processes
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    interventions
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    continuously and impulsively acting decisions
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    jumps
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    Borel measurable models
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    history depending policies
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    inequalities of quasi-variational type
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    undiscounted average reward
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    finite state spaces
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    stochastic dynamic programming
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    impulsive control
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    optimality conditions
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    value determination
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    optimal policy
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    discounted total reward
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    finite action spaces
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