Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates (Q3169132)

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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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