Discounted continuous-time constrained Markov decision processes in Polish spaces

DOI10.1214/10-AAP749zbMath1258.90104arXiv1201.0089MaRDI QIDQ655591

Xianping Guo, Xin-Yuan Song

Publication date: 4 January 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0089

zbMATH Keywords

occupation measure; continuous-time Markov decision process; unbounded transition rates; linear programming formulation; constrained optimal policy

Mathematics Subject Classification ID

90C40: Markov and semi-Markov decision processes

60J27: Continuous-time Markov processes on discrete state spaces

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