Continuous time Markovian decision processes average return criterion

DOI10.1016/0022-247X(75)90063-3zbMath0339.60065MaRDI QIDQ1231341

Prasadarao Kakumanu

Publication date: 1975

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Statistical decision theory (62C99) Markov and semi-Markov decision processes (90C40)

Related Items

Continuous time markov decision processes with interventions, Existence and regularity of a nonhomogeneous transition matrix under measurability conditions, Constrained continuous-time Markov decision processes with average criteria, Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates, A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)

Cites Work

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