Continuous time shock markov decision processes with discounted criterion
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Publication:4327947
DOI10.1080/02331939208843824zbMath0817.90132MaRDI QIDQ4327947
Publication date: 6 July 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939208843824
90C40: Markov and semi-Markov decision processes
Related Items
Continuous time discounted markov decision process in a semi-markov environment with its approximating problem, Discrete type shock semi-markov decision processes with borel state space
Cites Work
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- On Dynamic Programming with Unbounded Rewards
- Universally Measurable Policies in Dynamic Programming
- Discounted Dynamic Programming
- Piecewise Markov Processes
- Markov decision processes