Relation between continuous and discrete time markovian decision problems

DOI10.1002/nav.3800240306zbMath0371.90121OpenAlexW2047187471MaRDI QIDQ4147892

Prasadarao Kakumanu

Publication date: 1977

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800240306

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (5)

On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation ⋮ Stationary equilibria of mean field games with finite state and action space ⋮ Customizing exponential semi-Markov decision processes under the discounted cost criterion ⋮ Continuous time Markovian decision processes average return criterion ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

Cites Work

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