Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards

DOI10.1080/02331939808844385zbMATH Open0902.90166OpenAlexW2088059464MaRDI QIDQ4397404FDOQ4397404

Author name not available (Why is that?)

Publication date: 10 December 1998

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939808844385

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zbMATH Keywords

unbounded transition ratecountable state spaceexpected total rewardsstationary continuous time Markov decision process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Cites Work

• Technical Note—An Equivalence Between Continuous and Discrete Time Markov Decision Processes
• Applying a New Device in the Optimization of Exponential Queuing Systems
• Controlled Jump Markov Models
• Universally Measurable Policies in Dynamic Programming
• Nonstationary continuous time Markov decision processes with discounted criterion
• Pointwise and Uniformly Good Stationary Strategies for Dynamic Programming Models

Cited In (7)

• Title not available (Why is that?)
• Continuous-time markov decision processes with nonzero terminal reward
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards

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