Continuous time Markov decision processes with discounted moment criterion

DOI10.1006/JMAA.1996.9999zbMATH0858.90135OpenAlexW1967477050MaRDI QIDQ1815463FDOQ1815463

Authors Qiying Hu

Publication date 9 December 1996

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

Full work available at URL https://doi.org/10.1006/jmaa.1996.9999

zbMATH Keywords

countable states and actionsdiscounted expected total rewardsdiscounted moment optimalitytime Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• Nonstationary continuous time Markov decision processes with discounted criterion
• Continuous-time Markov decision processes with state-dependent discount factors
• scientific article; zbMATH DE number 1536370
• On a Continuously Discounted Vector Valued Markov Decision Process
• Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
• Continuous-time Markov decision processes. Theory and applications
• Continuous-time markov decision processes with nonzero terminal reward
• Nonstationary continuous time Markov decision processes in a semi-Markov environment with discounted criterion
• On some continuous time discounted Markov decision process.

Cited in

(16)

• The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• Continuous-time Markov decision processes. Theory and applications
• Delayed Nondeterminism in Continuous-Time Markov Decision Processes
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• scientific article; zbMATH DE number 62493 (Why is no real title available?)
• scientific article; zbMATH DE number 1536220 (Why is no real title available?)
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
• Absorbing continuous-time Markov decision processes with total cost criteria
• Continuous time shock markov decision processes with discounted criterion
• scientific article; zbMATH DE number 7014212 (Why is no real title available?)
• On the first passage \(g\)-mean-variance optimality for discounted continuous-time Markov decision processes
• Analysis for some properties of discrete time Markov decision processes
• On some continuous time discounted Markov decision process.

This page was built for publication: Continuous time Markov decision processes with discounted moment criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1815463)