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

DOI10.1080/02331939808844385MaRDI QIDQ4397404zbMATH OpenOpenAlexFDO

Authors

Publication date 10 December 1998

Published in Optimization (Search for Journal in Brave)

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

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)

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Cites work

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

Cited in

(8)

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• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• The transformation method for continuous-time Markov decision processes
• A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
• Continuous-time markov decision processes with nonzero terminal reward
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