Controlled Jump Markov Models
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Publication:3908790
DOI10.1137/1125034zbMath0458.90078OpenAlexW2071966070MaRDI QIDQ3908790
Publication date: 1980
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1125034
Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
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