Realizable Strategies in Continuous-Time Markov Decision Processes

DOI10.1137/17M1138959zbMath1392.90121OpenAlexW2788144765MaRDI QIDQ4605436

Aleksey B. Piunovskiy

Publication date: 22 February 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1138959

zbMATH Keywords

continuous-time Markov decision processtotal costrandomized strategydiscounted costrelaxed strategy

Mathematics Subject Classification ID

Related Items (3)

Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems ⋮ Randomized and Relaxed Strategies in Continuous-Time Markov Decision Processes ⋮ On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only

Uses Software

• MCQueue

Cites Work

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