Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates (Q3169132)
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English | Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates |
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Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates (English)
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27 April 2011
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continuous-time Markov decision process
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unbounded transition rates
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dynamic programming
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convex analytic approach
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occupation measure
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constrained-optimal policy
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