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)

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

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