Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria
From MaRDI portal
Publication:2837757
DOI10.1239/aap/1370870127zbMath1282.90229MaRDI QIDQ2837757
Yi Zhang, Mantas Vykertas, Xianping Guo
Publication date: 11 July 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1370870127
60J25: Continuous-time Markov processes on general state spaces
90C40: Markov and semi-Markov decision processes
Related Items
Multiconstrained Finite-Horizon Piecewise Deterministic Markov Decision Processes with Unbounded Transition Rates, Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria, Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach, Nonzero-sum stochastic games with probability criteria, Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces, A probability criterion for zero-sum stochastic games, Constrained continuous-time Markov decision processes on the finite horizon, Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
- Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
- Discounted continuous-time constrained Markov decision processes in Polish spaces
- Average optimality for continuous-time Markov decision processes in Polish spaces
- The spread of epidemics
- Stochastic optimal control. The discrete time case
- Controlled jump processes
- Fatou's lemma and Lebesgue's convergence theorem for measures
- An explicit optimal isolation policy for a deterministic epidemic model
- The transformation method for continuous-time Markov decision processes
- On extreme points of convex sets
- Average optimality for continuous-time Markov decision processes with a policy iteration approach
- Splitting Randomized Stationary Policies in Total-Reward Markov Decision Processes
- Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies
- Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
- An Inequality for Variances of the Discounted Rewards
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Semi-Markov and Jump Markov Controlled Models: Average Cost Criterion
- Управляемая скачкообразная модель с дисконтированием при наличии ограничений
- Measurable relations
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Optimal Plans for Dynamic Programming Problems
- Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming
- Constrained Optimization for Average Cost Continuous-Time Markov Decision Processes
- Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
- Optimal Interventions in Countable Jump Markov Processes
