On a Continuously Discounted Vector Valued Markov Decision Process
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Publication:3487161
DOI10.1080/02522667.1990.10699003zbMATH Open0706.90091OpenAlexW1980319801MaRDI QIDQ3487161FDOQ3487161
Authors: Chikao Matsuda, Kensuke Tanaka
Publication date: 1990
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1990.10699003
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Cites Work
- Finite state continuous time Markov decision processes with an infinite planning horizon
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- Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
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- On Cone-Efficiency, Cone-Convexity and Cone-Compactness
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
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- Vector-Valued Dynamic Programming
- The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets
- Negative Dynamic Programming
- Continuously Discounted Markov Decision Model with Countable State and Action Space
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- Controlled jump processes
- On a D-solution of a cooperative m-person discounted Markov game
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- Continuous time control of Markov processes on an arbitrary state space: Discounted rewards
Cited In (5)
- Continuous time Markov decision processes with discounted moment criterion
- Optimal policies about discounted vector-valued Markovian decision programming and its algorithms
- The first arrival model of continuous time Markovian decision programming -- the discounted rate is 0
- On the existence of relative values for undiscounted Markovian decision processes with a scalar gain rate
- Optimal stationary policies in the vector-valued Markov decision process
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