Continuous time markov decision processes with interventions
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Borel measurable modelscontinuous-time Markov decision processescontinuously and impulsively acting decisionsdiscounted total rewardfinite action spacesfinite state spaceshistory depending policiesimpulsive controlinequalities of quasi-variational typeinterventionsjumpsoptimal policyoptimality conditionsstochastic dynamic programmingundiscounted average rewardvalue determination
Cites work
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- Discrete Dynamic Programming
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- Multichain Markov Renewal Programs
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- On the Optimal Impulse Control Problem for Degenerate Diffusions
- Potentials for denumerable Markov chains
- Probability methods for approximations in stochastic control and for elliptic equations
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Cited in
(12)- Approximations for optimal stopping of a piecewise-deterministic process
- Impulse control of piecewise-deterministic processes
- Some models of queueing control with switchover
- Optimality conditions for impulsive control of piecewise-deterministic processes
- Impulsive control for continuous-time Markov decision processes: a linear programming approach
- Optimal monotone hysteretic Markov policies in anM/M/1 queueing model with switching costs and finite time horizon
- Optimal control of piecewise deterministic markov process
- Bellman inequalities in markov decision deterministic drift processes
- Stability analysis for stochastic hybrid systems: a survey
- Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method
- Impulsive Control for Continuous-Time Markov Decision Processes
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes
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