Markov control processes with rare state observation: theory and application to treatment scheduling in HIV-1

DOI10.4310/CMS.2014.v12.n5.a4zbMath1304.93082MaRDI QIDQ482254

Christof Schütte, Stefanie Winkelmann, Max von Kleist

Publication date: 22 December 2014

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

HIV-1; information costs; Markov control processes; optimal control policy; treatment scheduling

Mathematics Subject Classification ID

92C50: Medical applications (general)

93B07: Observability

93E20: Optimal stochastic control

90C40: Markov and semi-Markov decision processes

60J27: Continuous-time Markov processes on discrete state spaces

49K45: Optimality conditions for problems involving randomness

49N30: Problems with incomplete information (optimization)

60J28: Applications of continuous-time Markov processes on discrete state spaces