Non-Stationary Semi-Markov Decision Processes on a Finite Horizon
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Publication:4916407
DOI10.1080/07362994.2013.741405zbMath1260.93174MaRDI QIDQ4916407
Mrinal K. Ghosh, Subhamay Saha
Publication date: 22 April 2013
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.741405
Markov decision processes; finite horizon; non-stationary semi-Markov decision processes; piecewise open loop relaxed control
93E20: Optimal stochastic control
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