Uniformization for semi-Markov decision processes under stationary policies
From MaRDI portal
Publication:3026017
DOI10.2307/3214096zbMath0624.60104OpenAlexW4247234048MaRDI QIDQ3026017
Keith W. Ross, Frederick J. Beutler
Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214096
stationary processessemi-Markov decision processoptimal constrained policiesoptimal policy computations
Dynamic programming (90C39) Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)
Related Items
Constrained Semi-Markov decision processes with average rewards ⋮ Queueing Network Controls via Deep Reinforcement Learning ⋮ A useful technique for piecewise deterministic Markov decision processes ⋮ Numerical analysis of continuous time Markov decision processes over finite horizons ⋮ New average optimality conditions for semi-Markov decision processes in Borel spaces ⋮ Performance optimization algorithms based on potentials for semi-Markov control processes ⋮ Customizing exponential semi-Markov decision processes under the discounted cost criterion ⋮ SEMI-MARKOV DECISION PROCESSES ⋮ Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces ⋮ On zero-sum two-person undiscounted semi-Markov games with a multichain structure ⋮ Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
