Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates (Q5119850): Difference between revisions

Latest revision as of 09:54, 23 July 2024

scientific article; zbMATH DE number 7242698

Language	Label	Description	Also known as
English	Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates	scientific article; zbMATH DE number 7242698

Statements

instance of

scholarly article

0 references

title

Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates (English)

0 references

0 references

0 references

Mathematics of Operations Research

0 references

publication date

1 September 2020

0 references

zbMATH Keywords

linear program

0 references

finite horizon

0 references

occupancy measure

0 references

constrained problem

0 references

piecewise deterministic Markov decision process

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1287/moor.2019.1005

0 references

cites work

Q3770273

0 references

Markov decision processes with applications to finance.

0 references

Q4821526

0 references

Continuous Average Control of Piecewise Deterministic Markov Processes

0 references

A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes

0 references

Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes

0 references

Q3136505

0 references

Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method

0 references

Constrained continuous-time Markov decision processes on the finite horizon

0 references

Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

0 references

Q4255598

0 references

Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates

0 references

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

0 references

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

0 references

Q4050397

0 references

Bellman inequalities in markov decision deterministic drift processes

0 references

Identifiers

zbMATH Open document ID

1468.90140

0 references

DOI

10.1287/moor.2019.1005

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5119850

@@ Property / cites work @@
+Q3770273
@@ Property / cites work: Q3770273 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov decision processes with applications to finance.
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Average Control of Piecewise Deterministic Markov Processes
+Normal rank
@@ Property / cites work @@
+A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
+Normal rank
@@ Property / cites work @@
+Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes
+Normal rank
@@ Property / cites work @@
+Q3136505
@@ Property / cites work: Q3136505 / rank @@
+Normal rank
@@ Property / cites work @@
+Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
+Normal rank
@@ Property / cites work @@
+Constrained continuous-time Markov decision processes on the finite horizon
+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 @@
+Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
+Normal rank
@@ Property / cites work @@
+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
+Normal rank
@@ Property / cites work @@
+Q4050397
@@ Property / cites work: Q4050397 / rank @@
+Normal rank
@@ Property / cites work @@
+Bellman inequalities in markov decision deterministic drift processes
+Normal rank