Continuous time markov decision processes with interventions (Q3964342)
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English | Continuous time markov decision processes with interventions |
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Continuous time markov decision processes with interventions (English)
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1983
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continuous-time Markov decision processes
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interventions
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continuously and impulsively acting decisions
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jumps
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Borel measurable models
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history depending policies
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inequalities of quasi-variational type
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undiscounted average reward
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finite state spaces
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stochastic dynamic programming
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impulsive control
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optimality conditions
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value determination
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optimal policy
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discounted total reward
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finite action spaces
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