Assessment and optimal strategies of semi-continuous killed Markov decision processes

DOI10.1007/S10559-016-9865-7zbMath1347.93272OpenAlexW2482595798MaRDI QIDQ333581

P. R. Shpak, Ya. I. Yeleyko

Publication date: 31 October 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-016-9865-7

zbMATH Keywords

optimal strategyfundamental equationkilled Markov decision processpath assessmentuniformly optimal strategy

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Killed Markov Decision Processes on Finite Time Interval for Countable Models
• Killing and resurrection of markov processes

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