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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| Property / author: Yi Zhang / rank | |||
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| Property / Mathematics Subject Classification ID: 90C40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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| Property / zbMATH DE Number: 6348523 / rank | |||
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Bellman equation | |||
| Property / zbMATH Keywords: Bellman equation / rank | |||
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continuous-time Markov decision process | |||
| Property / zbMATH Keywords: continuous-time Markov decision process / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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dynkin's formula | |||
| Property / zbMATH Keywords: dynkin's formula / rank | |||
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Revision as of 11:57, 30 June 2023
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 |
Statements
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (English)
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26 September 2014
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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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