Continuous-time Markov decision processes. Theory and applications

From MaRDI portal
Publication:1041680

zbMath1209.90002MaRDI QIDQ1041680

Xianping Guo, Onésimo Hernández-Lerma

Publication date: 3 December 2009

Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)




Related Items (only showing first 100 items - show all)

Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbationOptimal control of a multiclass queueing system when customers can change typesNonzero-sum constrained discrete-time Markov games: the case of unbounded costsLumpability for uncertain continuous-time Markov chainsFinite horizon continuous-time Markov decision processes with mean and variance criteriaConvergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraintsOptimization problems in chemical reactions using continuous-time Markov chainsResource allocation and routing in parallel multi-server queues with abandonments for cloud profit maximizationA Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networksOptimal intervention in semi-Markov-based asynchronous probabilistic Boolean networksImpulsive control for continuous-time Markov decision processes: a linear programming approachRandomized and Relaxed Strategies in Continuous-Time Markov Decision ProcessesState-policy dynamics in evolutionary gamesDiscounted stochastic games for continuous-time jump processes with an uncountable state spaceRisk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state spaceContinuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterionKolmogorov forward equation and explosiveness in countable state Markov processesUniform ergodicity of continuous-time controlled Markov chains: a survey and new resultsOptimal control of Markov processes with age-dependent transition ratesA continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategiesSporadic overtaking optimality in Markov decision problemsConstrained continuous-time Markov decision processes on the finite horizonConstrained Markov decision processes with first passage criteriaContinuous-time zero-sum stochastic game with stopping and controlRisk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spacesAverage cost criterion induced by the regular utility function for continuous-time Markov decision processesImprecise continuous-time Markov chainsA mean-variance optimization problem for discounted Markov decision processesOn the optimality of a maintenance queueing systemBias optimality of admission control in a non-stationary repairable queueMean-variance problems for finite horizon semi-Markov decision processesA minimization problem of the risk probability in first passage semi-Markov decision processes with loss ratesNonzero-sum risk-sensitive continuous-time stochastic games with ergodic costsApproximation of zero-sum continuous-time Markov games under the discounted payoff criterionZero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterionContinuous-time constrained stochastic games with average criteriaFirst Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount FactorsAsymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processesA probability criterion for zero-sum stochastic gamesThe risk probability criterion for discounted continuous-time Markov decision processesNonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff ratesReachability and safety objectives in Markov decision processes on long but finite horizonsMinimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision ApproachThe transformation method for continuous-time Markov decision processesContinuous-time Markov decision processes under the risk-sensitive average cost criterionFinite horizon semi-Markov decision processes with application to maintenance systemsDiscrete-time zero-sum games for Markov chains with risk-sensitive average cost criterionFirst passage models for denumerable semi-Markov decision processes with nonnegative discounted costsRealizable Strategies in Continuous-Time Markov Decision ProcessesAnalysis of the finite-state ergodic master equationBackward stochastic differential equations associated to jump Markov processes and applicationsContinuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterionNew average optimality conditions for semi-Markov decision processes in Borel spacesOptimal maintenance of systems with Markovian mission and deteriorationVerifiable conditions for average optimality of continuous-time Markov decision processesRisk-sensitive control of pure jump process on countable space with near monotone costA risk minimization problem for finite horizon semi-Markov decision processes with loss ratesDiscounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approachStationary equilibria of mean field games with finite state and action spaceDiscounted continuous-time constrained Markov decision processes in Polish spacesSemi-additive functionals of semi-Markov processes and measure-valued Poisson equationNonzero-sum risk-sensitive finite-horizon continuous-time stochastic gamesOn structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queueOn the link between infinite horizon control and quasi-stationary distributionsRisk-sensitive average continuous-time Markov decision processes with unbounded ratesParameterized Markov decision process and its application to service rate controlMarkov decision processes with sequential sensor measurementsAn Overview for Markov Decision Processes in Queues and NetworksDiscounted Continuous-Time Controlled Markov Chains: Convergence of Control ModelsVariance minimization of parameterized Markov decision processesContinuous-time Markov decision processes with risk-sensitive finite-horizon cost criterionStochastic games for continuous-time jump processes under finite-horizon payoff criterionOptimal control of branching diffusion processes: a finite horizon problemCustomizing exponential semi-Markov decision processes under the discounted cost criterionFinite approximation for finite-horizon continuous-time Markov decision processesOptimal control of semi-Markov processes with a backward stochastic differential equations approachThe limit behaviour of imprecise continuous-time Markov chainsConstrained BSDEs representation of the value function in optimal control of pure jump Markov processesContinuous-time Markov decision processes with state-dependent discount factorsOn the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilitiesContinuous-time stochastic gamesThe vanishing discount approach to constrained continuous-time controlled Markov chainsTowards the optimal control of Markov chains with constraintsOn solutions of Kolmogorov's equations for nonhomogeneous jump Markov processesNonzero-sum games for continuous-time jump processes under the expected average payoff criterionExit time risk-sensitive control for systems of cooperative agentsFinite-horizon optimality for continuous-time Markov decision processes with unbounded transition ratesNote on discounted continuous-time Markov decision processes with a lower bounding functionApproximation of two-person zero-sum continuous-time Markov games with average payoff criterionCoupling based estimation approaches for the average reward performance potential in Markov chainsConstrained expected average stochastic games for continuous-time jump processesOptimality of admission control in a repairable queueConvergence of Markov decision processes with constraints and state-action dependent discount factorsContinuous-time zero-sum games with probability criterionMean-semivariance optimality for continuous-time Markov decision processesKolmogorov's equations for jump Markov processes with unbounded jump ratesSolving the cost to go with time penalization using the Lagrange optimization approachSemi-Markov decision processes with variance minimization criterionFirst passage Markov decision processes with constraints and varying discount factorsA unified approach to time-aggregated Markov decision processes




This page was built for publication: Continuous-time Markov decision processes. Theory and applications