Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (Q457293)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach |
scientific article |
Statements
Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach (English)
0 references
26 September 2014
0 references
Bellman equation
0 references
continuous-time Markov decision process
0 references
dynamic programming
0 references
dynkin's formula
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
