First passage models for denumerable semi-Markov decision processes with nonnegative discounted costs
From MaRDI portal
Publication:2431043
DOI10.1007/s10255-011-0061-2zbMath1235.90177MaRDI QIDQ2431043
Publication date: 8 April 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0061-2
Related Items
New sufficient conditions for average optimality in continuous-time Markov decision processes, Constrained Markov decision processes with first passage criteria, First passage problems for nonstationary discrete-time stochastic control systems, New average optimality conditions for semi-Markov decision processes in Borel spaces, Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors, Optimal risk probability for first passage models in semi-Markov decision processes, First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
Cites Work
- Continuous-time Markov decision processes. Theory and applications
- Optimization models for the first arrival target distribution function in discrete time
- Optimal models for the first arrival time distribution function in continuous time -- with a special case
- Continuous-time controlled Markov chains with discounted rewards
- Optimal threshold probability in undiscounted Markov decision processes with a target set.
- Continuous-time controlled Markov chains.
- Finite state Markovian decision processes
- Markov decision programming–the moment optimal problem for the first-passage model
- Average cost semi-markov decision processes
- Semi-Markov Decision Processes with Unbounded Rewards
- Markov decision processes with distribution function criterion of first-passage time
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
