Nonstationary continuous time markov decision processes with the expected total rewards criterion

DOI10.1080/02331939608844175zbMATH Open0855.90138OpenAlexW1999786360MaRDI QIDQ4893709FDOQ4893709

Authors: Qiying Hu 

Publication date: 3 February 1997

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939608844175

Recommendations

• Nonstationary continuous time Markov decision processes with discounted criterion
• Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards
• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• Nonstationary continuous time Markov decision processes in a semi-Markov environment with discounted criterion

zbMATH Keywords

existence of \(\varepsilon\)-optimal policiesnonstationary continuous time Markov decision processesexpected total rewards

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cites Work

• Optimal Control of a Continuous-Time Markov Chain with Periodic Transition Probabilities
• Nonstationary continuous time Markov decision processes with discounted criterion

Cited In (18)

• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Title not available (Why is that?)
• Continuous-time markov decision processes with nonzero terminal reward
• Title not available (Why is that?)
• A new strong optimality criterion for nonstationary Markov decision processes
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Continuous time shock markov decision processes with discounted criterion
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon
• Nonstationary Markov decision processes with risk probability criteria
• Non-stationary semi-Markov decision processes on a finite horizon
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
• Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• Delayed Nondeterminism in Continuous-Time Markov Decision Processes
• Nonstationary denumerable state Markov decision processes -- with average variance criterion

This page was built for publication: Nonstationary continuous time markov decision processes with the expected total rewards criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4893709)