Controlled Markov Models with Countable State Space and Continuous Time

DOI10.1137/1122029zbMATH Open0379.93052OpenAlexW2056861955MaRDI QIDQ4158920FDOQ4158920

Authors Alexander A. Yushkevich 

Publication date 1977

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1122029

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited in

(13)

• Sufficiency of Markov policies for continuous-time jump Markov decision processes
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
• Finite horizon continuous-time Markov decision processes with mean and variance criteria
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Kolmogorov's equations for jump Markov processes and their applications to control problems
• Realizable strategies in continuous-time Markov decision processes
• Application of optimal filtering methods for on-line of queueing network states
• Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
• Constrained continuous-time Markov decision processes on the finite horizon
• Finite approximation for finite-horizon continuous-time Markov decision processes
• Optimal control problem regularization for the Markov process with finite number of states and constraints
• Control and scheduling in a two-station queueing network: Optimal policies and heuristics

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