On some continuous time discounted Markov decision process.

MaRDI QIDQ1841740zbMATH OpenFDO

Authors Mitsuhiro Hoshino

Publication date 18 February 2001

Published in Nihonkai Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(6)

• Nonstationary continuous time Markov decision processes with discounted criterion
• Continuous time Markov decision processes with discounted moment criterion
• The transformation method for continuous-time Markov decision processes
• MDPs with setwise continuous transition probabilities
• On continuous-time discounted stochastic dynamic programming
• CTMDP and its relationship with DTMDP

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