On Reducing a Constrained Gradual-Impulsive Control Problem for a Jump Markov Model to a Model with Gradual Control Only
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Publication:5210995
DOI10.1137/19M1248303zbMath1435.90142OpenAlexW2999555829WikidataQ126349621 ScholiaQ126349621MaRDI QIDQ5210995
Yi Zhang, Aleksey B. Piunovskiy
Publication date: 17 January 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1248303
reduction methodcontinuous-time Markov decision processesproblem with constraintsimpulse-gradual control
Related Items (3)
On the computation of Whittle's index for Markovian restless bandits ⋮ Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method ⋮ Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
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