Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach	scientific article

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instance of

scholarly article

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title

Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (English)

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author

Yi Zhang

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Aleksey B. Piunovskiy

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published in

4OR

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publication date

26 September 2014

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full work available at URL

https://arxiv.org/abs/1103.0134

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zbMATH Keywords

Bellman equation

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continuous-time Markov decision process

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dynamic programming

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dynkin's formula

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic optimal control. The discrete time case

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Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach

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Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs

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Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces

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Continuous-time Markov decision processes. Theory and applications

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Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

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Discounted continuous-time constrained Markov decision processes in Polish spaces

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Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion

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A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

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Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

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Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

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Q4255598

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Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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Continuously Discounted Markov Decision Model with Countable State and Action Space

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Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion

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Q4331806

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Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

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Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

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Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach

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The transformation method for continuous-time Markov decision processes

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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

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Q4315289

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Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates

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Identifiers

zbMATH Open document ID

1297.90174

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Mathematics Subject Classification ID

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10.1007/S10288-013-0236-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:457293

@@ Property / DOI @@
-.1007/s10288-013-0236-1
@@ Property / DOI: 10.1007/s10288-013-0236-1 / rank @@
-Normal rank
@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
+Normal rank
@@ Property / cites work @@
+Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
+Normal rank
@@ Property / cites work @@
+Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs
+Normal rank
@@ Property / cites work @@
+Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov decision processes. Theory and applications
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
+Normal rank
@@ Property / cites work @@
+Discounted continuous-time constrained Markov decision processes in Polish spaces
+Normal rank
@@ Property / cites work @@
+Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
+Normal rank
@@ Property / cites work @@
+A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
+Normal rank
@@ Property / cites work @@
+Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies
+Normal rank
@@ Property / cites work @@
+Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria
+Normal rank
@@ Property / cites work @@
+Q4255598
@@ Property / cites work: Q4255598 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
+Normal rank
@@ Property / cites work @@
+Continuously Discounted Markov Decision Model with Countable State and Action Space
+Normal rank
@@ Property / cites work @@
+Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion
+Normal rank
@@ Property / cites work @@
+Q4331806
@@ Property / cites work: Q4331806 / rank @@
+Normal rank
@@ Property / cites work @@
+Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
+Normal rank
@@ Property / cites work @@
+Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
+Normal rank
@@ Property / cites work @@
+The transformation method for continuous-time Markov decision processes
+Normal rank
@@ Property / cites work @@
+Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
+Normal rank
@@ Property / cites work @@
+Q4315289
@@ Property / cites work: Q4315289 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
+Normal rank
@@ Property / DOI @@
+.1007/S10288-013-0236-1
@@ Property / DOI: 10.1007/S10288-013-0236-1 / rank @@
+Normal rank