Finite approximation for finite-horizon continuous-time Markov decision processes

DOI10.1007/s10288-016-0321-3zbMath1360.93789OpenAlexW2419327685MaRDI QIDQ523564

Qingda Wei

Publication date: 21 April 2017

Published in: 4OR (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10288-016-0321-3

zbMATH Keywords

unbounded transition ratesfinite approximationcontinuous-time Markov decision processesfinite-horizon expected total cost criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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