Average optimality for continuous-time Markov decision processes with a policy iteration approach
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Publication:2465179
DOI10.1016/j.jmaa.2007.06.071zbMath1156.90023OpenAlexW2073471284MaRDI QIDQ2465179
Publication date: 8 January 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.06.071
optimal stationary policycontinuous-time Markov decision processesoptimality equationpolicy iteration algorithmaverage criterion
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