Constrained continuous-time Markov decision processes on the finite horizon
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Publication:2400495
DOI10.1007/s00245-016-9352-6zbMath1370.90285MaRDI QIDQ2400495
Yi Zhang, Xianping Guo, Yong-hui Huang
Publication date: 1 September 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-016-9352-6
occupation measure; finite horizon; continuous-time Markov decision process; constrained-optimality; mixture of \(N+1\) deterministic Markov policies
90C40: Markov and semi-Markov decision processes
60J27: Continuous-time Markov processes on discrete state spaces
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