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

DOI10.1080/02331939608844175MaRDI QIDQ4893709zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

existence of \(\varepsilon\)-optimal policiesexpected total rewardsnonstationary continuous time Markov decision processes

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cites work

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

Cited in

(22)

• Nonstationary denumerable state Markov decision processes -- with average variance criterion
• Nonstationary continuous time Markov decision processes with discounted criterion
• A new strong optimality criterion for nonstationary Markov decision processes
• Nonstationary continuous time Markov decision processes in a semi-Markov environment with discounted criterion
• scientific article; zbMATH DE number 3852822 (Why is no real title available?)
• Continuous-time markov decision processes with nonzero terminal reward
• scientific article; zbMATH DE number 4158414 (Why is no real title available?)
• Continuous Time Markov Decision Processes with Expected Discounted Total Rewards
• Delayed Nondeterminism in Continuous-Time Markov Decision Processes
• scientific article; zbMATH DE number 5547823 (Why is no real title available?)
• A New Optimality Criterion for Nonhomogeneous Markov Decision Processes
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• scientific article; zbMATH DE number 1336305 (Why is no real title available?)
• Continuous time shock markov decision processes with discounted criterion
• Continuous time markov decision processes with nonuniformly bounded transition rate: expected total rewards
• scientific article; zbMATH DE number 2069472 (Why is no real title available?)
• Non-stationary semi-Markov decision processes on a finite horizon
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon
• Nonstationary Markov decision processes with risk probability criteria
• Total reward criteria for unconstrained/constrained continuous-time Markov decision processes
• The minimal hitting probability of continuous-time controlled Markov systems with countable states
• Existence and regularity of a nonhomogeneous transition matrix under measurability conditions

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