A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (Q482730): Difference between revisions

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Property / author: Oswaldo L. V. Costa / rank
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Property / author: François Dufour / rank
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Latest revision as of 12:19, 9 July 2024

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A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
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    A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes (English)
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    6 January 2015
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    piecewise deterministic Markov processes
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    Markov decision processes
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    discrete-time Markov chain
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    discounted cost
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    constraints
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    general Borel spaces
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    linear programming
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