Continuous-time markov decision processes with nonzero terminal reward (Q3340525)
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scientific article; zbMATH DE number 3874994
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| English | Continuous-time markov decision processes with nonzero terminal reward |
scientific article; zbMATH DE number 3874994 |
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Continuous-time markov decision processes with nonzero terminal reward (English)
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1984
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continuous-time Markov decision process
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denumerable state space
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nonzero terminal rewards
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necessary and sufficient optimality condition
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Pontryagin maximum principle
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dynamic programming approximation
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finite- horizon problem
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infinite-horizon problem
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successive approximation
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policy iteration method
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0.8411567807197571
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0.8409726619720459
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0.8399908542633057
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0.8385028839111328
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