First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs

DOI10.1007/s10255-011-0061-2zbMath1235.90177MaRDI QIDQ2431043

Xianping Guo, Yong-hui Huang

Publication date: 8 April 2011

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0061-2

zbMATH Keywords

first passage time; target set; semi-Markov decision processes; optimal policy; discounted cost

Mathematics Subject Classification ID

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

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First passage risk probability optimality for continuous time Markov decision processes, New sufficient conditions for average optimality in continuous-time Markov decision processes, Constrained Markov decision processes with first passage criteria, First passage problems for nonstationary discrete-time stochastic control systems, New average optimality conditions for semi-Markov decision processes in Borel spaces, Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors, Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation, Optimal risk probability for first passage models in semi-Markov decision processes, First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors

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