Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
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Cited in
(48)- Continuous-time Markov decision processes. Theory and applications
- Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces
- Customizing exponential semi-Markov decision processes under the discounted cost criterion
- Continuous-time controlled Markov chains.
- The transformation method for continuous-time Markov decision processes
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- Optimal risk probability for first passage models in semi-Markov decision processes
- Constrained continuous-time Markov decision processes on the finite horizon
- Scheduling Markovian PERT networks to maximize the net present value: new results
- A useful technique for piecewise deterministic Markov decision processes
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- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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- New discount and average optimality conditions for continuous-time Markov decision processes
- An inequality for variances of the discounted rewards
- OPTIMALITY OF RANDOMIZED TRUNK RESERVATION FOR A PROBLEM WITH MULTIPLE CONSTRAINTS
- Randomized and relaxed strategies in continuous-time Markov decision processes
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- Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward mdps
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- Sufficiency of Markov policies for continuous-time jump Markov decision processes
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- On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
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- Optimality of randomized trunk reservation for a problem with a single constraint
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- Continuous-time Markov decision processes with state-dependent discount factors
- PAC statistical model checking of mean payoff in discrete- and continuous-time MDP
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- Variance minimization for continuous-time Markov decision processes: two approaches
- Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games
- On essential information in sequential decision processes
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- CTMDP and its relationship with DTMDP
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