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

DOI10.1287/moor.1100.0477zbMath1218.90209OpenAlexW2045668042MaRDI QIDQ3169132

Xianping Guo, Aleksey B. Piunovskiy

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1100.0477

zbMATH Keywords

dynamic programmingoccupation measurecontinuous-time Markov decision processunbounded transition ratesconvex analytic approachconstrained-optimal policy

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

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