Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
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Publication:3115880
DOI10.1137/10081366XzbMath1242.90283OpenAlexW2049032169MaRDI QIDQ3115880
Yi Zhang, Aleksey B. Piunovskiy
Publication date: 11 February 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/10081366x
dualityconvex analytic approachBorel spacehistory-dependent policiesconstrained continuous-time Markov decision processunbounded rates
Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)
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